Untersuchung struktureller Brüche in der Mortalitätsentwicklung in Österreich unter Benutzung der Lee-Carter-Methode
A study of structural breaks in mortality developments in Austria based on the Lee-Carter method
Demographische Informationen, 69–80 (2001)
We present an extension of the Lee-Carter method of modeling mortality to examine structural shifts of mortality over time. Age-specific mortality rates for Austria from 1947 to 1999 are each subdivided into thirty 24-year submatrices. Using singular value decomposition, we decompose the submatrices into three component submatrices: 1) an index of mortality k(t) to which each respective age-specific death rate is linearly related; 2) the average shape across age of the log of mortality schedules over time; 3) the sensitivity of the log of mortality at each age x to variations in the elements of the index of mortality k(t). We refer to these components of the submatrices to locate structural changes in mortality patterns. A comparison between the observed and estimated life expectancy favours the extended Lee-Carter method, particularly for
life expectancies at higher ages. We conclude by projecting life expectancy at birth up to 2050. Aplying the Lee-Carter method to the whole time series of mortality rates from 1947 to 1999, we see that life expectancy at birth increases from 81 (75) up to 88 (82) years for women (men). In comparison, an application of the Lee-Carter method to the latest subsample from 1976 to 1999 implies an increase in life expectancy at birth for women (men) up to 89.4 (85.7) years.