Poısson Log-Bılıneer Yaklaşımıyla Lee-Carter Modellemesi Ve Türkiye Uygulaması

Abstract

The aim of this study is to compare the performance results of Lee-Carter model,which is a common method for modelling death rates, and alternatively developedparameter estimation method which uses Poisson regression methods calledPoisson Log-Bilinear regression approach to Lee-Carter model and modelling themortality of Turkey. In this study, firstly concepts of mortality, Lee-Carter Modeland Poisson Log-Bilinear approach are introduced and secondly Poisson Log-Bilinear approach to Lee-Carter method have been represented. For the yearsbetween 1937 and 1995, mortality rates, death counts and exposures for both sexhave been obtained with the help of The Project of Turkish Life and Life AnnuityTables by using interpolation techniques. Estimated death rates are modeled andforecasted for 20 years with both Lee-Carter model and Poisson Log-Bilinearapproach to Lee-Carter model. The results of both methods are compared andassessed.