1369 KB26 KB200420242013Rossa, AgnieszkaSocha, Lesławštevilka:1letnik:10str. 1-16ISSN:1854-0023ISSN:1854-0031COBISSID:32230749URN:URN:NBN:SI:doc-XXUA91WBenFakulteta za družbene vedeMetodološki zvezkiDemografijademografska statistikaDemographyMatematična statistikaMathematical statisticsmortalitetaMortalitySmrtnostProposition of a hybrid stochastic Lee-Carter mortality model|In the paper, a stochastic hybrid mortality model (EHLC) treated as a solution of stochastic differential equations is introduced. The model is defined analogously to the well-known Lee-Carter mortality model (LC). A parameter estimation procedure including a switching rule are proposed. A comparison of the predictive accuracy of the LC and EHLC models based on the mortality data for Poland has shown that the new model yields better resultsTEXTznanstveno časopisjejournalsSlovenian National E-content AggregatorNational and University Library of SloveniaUniverza v Ljubljani, Fakulteta za družbene vede