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Coherent mortality forecasting: The product-ratio method with functional time series models

Hyndman, Rob; Booth, Heather; Yasmeen, Farah


When independence is assumed, forecasts of mortality for subpopulations are almost always divergent in the long term. We propose a method for coherent forecasting of mortality rates for two or more subpopulations, based on functional principal components

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
Source: Demography
DOI: 10.1007/s13524-012-0145-5


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