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MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS

Yıl 2012, Cilt: 2 Sayı: 1, 63 - 74, 21.05.2012

Yasemin Gençtürk Tuna Genç

Öz

Mortality forecasts are especially used to evaluate the future security of retirement and social security systems, private insurance plans etc. These forecasts are taking an important place providing a
financial stability as a principal component of actuarial calculations. Mortality forecasting methods having a considerably old history can be categorized as deterministic and stochastic methods. After
deterministic models, it is seen that stochastic models have emerged with a view to constituting a more accurate and reliable mortality forecasting models making a more robust assessment of mortality
profile in parallel with the demographic change in recent years. In this study, mortality forecasts based on population and death statistics special to province and district centers of Turkey are obtained using
one of the deterministic methods called as Trend method and one of the stochastic methods called as Lee-Carter method.

Anahtar Kelimeler

-

Kaynakça

  • Booth, H., Maindonald, J. and Smith, L. (2002). Age-Time Interactions in Mortality Projection: Applying Lee-Carter to Australia, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 85.
  • Booth, H., Hyndman, R.J., Tickle, L. and De Jong, P. (2006). Lee-Carter Mortality Forecasting: A Multi-Country Comparison of Variants and Extensions, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 101, 2-3.
  • Haberman, S. and Russolillo, M. (2005). Lee-Carter Mortality Forecasting: Application to the Italian Population, Cass Business School, Faculty of Actuarial Science and Statistics, Actuarial Research Paper No. 167, London, 6-16.
  • Hyndman, R.J. and Ullah, M.S. (2007). Robust Forecasting of Mortality and Fertility Rates: A Functional Data Approach, Computational Statistics and Data Analysis 51(10), 4942–4956.
  • DeJong,P.andTickle,L.(2006).ExtendingLee-CarterMortalityForecasting,Mathematical Population Studies 13(1), 1–18.
  • Koissi, M.C. and Shapiro, A.F. (2008). The Lee-Carter Model Under The Condition of Variables Age-Specific Parameters, Actuarial Research Conference, Regina, Canada, 2.
  • Lee, R. and Miller, T. (2001). Evaluating the Performance of Lee-Carter Mortality Forecasts, Demography 38(4), 537-549.
  • Lee, R.D. and Carter, L. (1992). Modeling and Forecasting U.S. Mortality, Journal of the American Statistical Association 87, 419.
  • Sosyal Güvenlik Kurumu, (2007). Sosyal Güvenlik Reformu: Uygulama Öncesi Yeni Yaklaşım, Ankara, 32.
  • Şahin, P. (2006). Mortalite Tabloları Üzerine Bir Uygulama, Yüksek Lisans Tezi, Marmara Üniversi- tesi Sosyal Bilimler Enstitüsü, İstanbul, 5-9.
  • Tabeau, E., Van Den Berg Jeths, A. and Heathcote, C. (2001). Forecasting Mortality in Developed Countries Insights From A Statistical, Demographic and Epidemiological Perspective, Kluwer Academic Publishers, London, 3,5,7.
  • Van Broekhoven, H. (2002). Market Value Of Liabilities Mortality Risk: A Practical Model, North American Actuarial Journal 6(2), 97-99.
  • Wang, J.Z. (2007). Fitting and Forecasting Mortality for Sweden: Applying the Lee-Carter Model, Stockholm University 8-11, 27-29.

Yıl 2012, Cilt: 2 Sayı: 1, 63 - 74, 21.05.2012

Yasemin Gençtürk Tuna Genç

Öz

Kaynakça

  • Booth, H., Maindonald, J. and Smith, L. (2002). Age-Time Interactions in Mortality Projection: Applying Lee-Carter to Australia, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 85.
  • Booth, H., Hyndman, R.J., Tickle, L. and De Jong, P. (2006). Lee-Carter Mortality Forecasting: A Multi-Country Comparison of Variants and Extensions, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 101, 2-3.
  • Haberman, S. and Russolillo, M. (2005). Lee-Carter Mortality Forecasting: Application to the Italian Population, Cass Business School, Faculty of Actuarial Science and Statistics, Actuarial Research Paper No. 167, London, 6-16.
  • Hyndman, R.J. and Ullah, M.S. (2007). Robust Forecasting of Mortality and Fertility Rates: A Functional Data Approach, Computational Statistics and Data Analysis 51(10), 4942–4956.
  • DeJong,P.andTickle,L.(2006).ExtendingLee-CarterMortalityForecasting,Mathematical Population Studies 13(1), 1–18.
  • Koissi, M.C. and Shapiro, A.F. (2008). The Lee-Carter Model Under The Condition of Variables Age-Specific Parameters, Actuarial Research Conference, Regina, Canada, 2.
  • Lee, R. and Miller, T. (2001). Evaluating the Performance of Lee-Carter Mortality Forecasts, Demography 38(4), 537-549.
  • Lee, R.D. and Carter, L. (1992). Modeling and Forecasting U.S. Mortality, Journal of the American Statistical Association 87, 419.
  • Sosyal Güvenlik Kurumu, (2007). Sosyal Güvenlik Reformu: Uygulama Öncesi Yeni Yaklaşım, Ankara, 32.
  • Şahin, P. (2006). Mortalite Tabloları Üzerine Bir Uygulama, Yüksek Lisans Tezi, Marmara Üniversi- tesi Sosyal Bilimler Enstitüsü, İstanbul, 5-9.
  • Tabeau, E., Van Den Berg Jeths, A. and Heathcote, C. (2001). Forecasting Mortality in Developed Countries Insights From A Statistical, Demographic and Epidemiological Perspective, Kluwer Academic Publishers, London, 3,5,7.
  • Van Broekhoven, H. (2002). Market Value Of Liabilities Mortality Risk: A Practical Model, North American Actuarial Journal 6(2), 97-99.
  • Wang, J.Z. (2007). Fitting and Forecasting Mortality for Sweden: Applying the Lee-Carter Model, Stockholm University 8-11, 27-29.

TÜRKİYE İL-İLÇE MERKEZLERİNDEKİ ÖLÜM ORANLARININ TREND VE LEE-CARTER YÖNTEMLERİ İLE TAHMİNİ

Yıl 2012, Cilt: 2 Sayı: 1, 63 - 74, 21.05.2012

Yasemin Gençtürk Tuna Genç

Öz

Ölüm oranı tahminleri özellikle sosyal güvenlik ile emeklilik sistemlerinin, özel sigorta planlarının gelecekteki finansal durumunun değerlendirilmesinde kullanılmakta, aktüeryal hesaplamaların başlıca bileşeni olarak bu planların finansal istikrarının sağlanmasında önemli bir yer teşkil etmektedir. Oldukça eski bir geçmişe sahip olan ölüm oranı tahmin yöntemleri deterministik ve stokastik yöntemler olarak sınıflandırılabilmektedir. Deterministik modellerin ardından son yıllarda yaşanan demografik değişimle paralel olarak ölümlülük düzeylerinin daha sağlıklı değerlendirilerek, doğru ve güvenilir ölüm oranı projeksiyon modellerinin oluşturulması amacıyla stokastik modellerin ortaya çıktığı görülmektedir. Çalışmada, deterministik ölüm oranı tahmin yöntemlerinden Trend yöntemi ve stokastik yöntemlerden Lee-Carter yöntemi kullanılarak Türkiye il ve ilçe merkezlerinin nüfus ve ölüm istatistiklerine dayanan ölüm oranı tahminleri elde edilmiş ve sonuçlar karşılaştırılmıştır

Anahtar Kelimeler

Ölüm oranı tahmini Trend yöntemi Lee-Carter yöntemi

Kaynakça

  • Booth, H., Maindonald, J. and Smith, L. (2002). Age-Time Interactions in Mortality Projection: Applying Lee-Carter to Australia, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 85.
  • Booth, H., Hyndman, R.J., Tickle, L. and De Jong, P. (2006). Lee-Carter Mortality Forecasting: A Multi-Country Comparison of Variants and Extensions, ANU, Demography and Sociology Program, Research School of Social Sciences, Working Papers No. 101, 2-3.
  • Haberman, S. and Russolillo, M. (2005). Lee-Carter Mortality Forecasting: Application to the Italian Population, Cass Business School, Faculty of Actuarial Science and Statistics, Actuarial Research Paper No. 167, London, 6-16.
  • Hyndman, R.J. and Ullah, M.S. (2007). Robust Forecasting of Mortality and Fertility Rates: A Functional Data Approach, Computational Statistics and Data Analysis 51(10), 4942–4956.
  • DeJong,P.andTickle,L.(2006).ExtendingLee-CarterMortalityForecasting,Mathematical Population Studies 13(1), 1–18.
  • Koissi, M.C. and Shapiro, A.F. (2008). The Lee-Carter Model Under The Condition of Variables Age-Specific Parameters, Actuarial Research Conference, Regina, Canada, 2.
  • Lee, R. and Miller, T. (2001). Evaluating the Performance of Lee-Carter Mortality Forecasts, Demography 38(4), 537-549.
  • Lee, R.D. and Carter, L. (1992). Modeling and Forecasting U.S. Mortality, Journal of the American Statistical Association 87, 419.
  • Sosyal Güvenlik Kurumu, (2007). Sosyal Güvenlik Reformu: Uygulama Öncesi Yeni Yaklaşım, Ankara, 32.
  • Şahin, P. (2006). Mortalite Tabloları Üzerine Bir Uygulama, Yüksek Lisans Tezi, Marmara Üniversi- tesi Sosyal Bilimler Enstitüsü, İstanbul, 5-9.
  • Tabeau, E., Van Den Berg Jeths, A. and Heathcote, C. (2001). Forecasting Mortality in Developed Countries Insights From A Statistical, Demographic and Epidemiological Perspective, Kluwer Academic Publishers, London, 3,5,7.
  • Van Broekhoven, H. (2002). Market Value Of Liabilities Mortality Risk: A Practical Model, North American Actuarial Journal 6(2), 97-99.
  • Wang, J.Z. (2007). Fitting and Forecasting Mortality for Sweden: Applying the Lee-Carter Model, Stockholm University 8-11, 27-29.
Toplam 13 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Bölüm Araştırma Makalesi
Yazarlar

Yasemin Gençtürk Bu kişi benim

Tuna Genç Bu kişi benim

Yayımlanma Tarihi 21 Mayıs 2012
Yayımlandığı Sayı Yıl 2012 Cilt: 2 Sayı: 1

Kaynak Göster

APA Gençtürk, Y., & Genç, T. (2012). MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. Anadolu Üniversitesi Bilim Ve Teknoloji Dergisi - B Teorik Bilimler, 2(1), 63-74.
AMA Gençtürk Y, Genç T. MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. AUBTD-B. Mayıs 2012;2(1):63-74.
Chicago Gençtürk, Yasemin, ve Tuna Genç. “MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS”. Anadolu Üniversitesi Bilim Ve Teknoloji Dergisi - B Teorik Bilimler 2, sy. 1 (Mayıs 2012): 63-74.
EndNote Gençtürk Y, Genç T (01 Mayıs 2012) MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. Anadolu Üniversitesi Bilim Ve Teknoloji Dergisi - B Teorik Bilimler 2 1 63–74.
IEEE Y. Gençtürk ve T. Genç, “MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS”, AUBTD-B, c. 2, sy. 1, ss. 63–74, 2012.
ISNAD Gençtürk, Yasemin - Genç, Tuna. “MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS”. Anadolu Üniversitesi Bilim Ve Teknoloji Dergisi - B Teorik Bilimler 2/1 (Mayıs 2012), 63-74.
JAMA Gençtürk Y, Genç T. MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. AUBTD-B. 2012;2:63–74.
MLA Gençtürk, Yasemin ve Tuna Genç. “MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS”. Anadolu Üniversitesi Bilim Ve Teknoloji Dergisi - B Teorik Bilimler, c. 2, sy. 1, 2012, ss. 63-74.
Vancouver Gençtürk Y, Genç T. MORTALITY FORECASTING OF DEATHS IN PROVINCE - DISTRICT CENTERS OF TURKEY USING TREND AND LEE-CARTER METHODS. AUBTD-B. 2012;2(1):63-74.
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