Statistical comparison of projection Malaysia mortality rate by using Lee-Carter model and Lee-Carter extension of Hyndman-Ullah

Halim Shukri Kamaruddin, Noriszura Ismail

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Study of human mortality pattern is a significant area for any nation to maintain a good social-economy in the next projection decades. The declining in mortality trend gives a good impression of what the nation has done towards macro citizen in one nation. Selection of mortality tool can be complex based on the method and analysis approach adapted. Lee-Carter model is adapted because of its simplicity and reliability of the outcome results. Implementation of Lee-Carter in finding a fitting model and hence its projection has been used worldwide in most of mortality research in developed countries. This paper studies the mortality pattern of Malaysia using original model of Lee-Carter and its extension of Hyndman-Ullah. The data is indexed by age of death and year of death from 1984 to 2012, in which are supplied by Department of Statistics Malaysia. The modeling results are modeled using Rstudio and the keen analysis can be focus on Malaysia's social-economics and insurance related aspect. This paper can be extended to another variety of Lee-Carter extensions and any stochastic mortality tools by using same mortality data.

Original languageEnglish
Title of host publication2018 UKM FST Postgraduate Colloquium
Subtitle of host publicationProceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2018 Postgraduate Colloquium
EditorsNoor Hayati Ahmad Rasol, Kamarulzaman Ibrahim, Siti Aishah Hasbullah, Mohammad Hafizuddin Hj. Jumali, Nazlina Ibrahim, Marlia Mohd Hanafiah, Mohd Talib Latif
PublisherAmerican Institute of Physics Inc.
ISBN (Electronic)9780735418431
DOIs
Publication statusPublished - 27 Jun 2019
Event2018 UKM FST Postgraduate Colloquium - Selangor, Malaysia
Duration: 4 Apr 20186 Apr 2018

Publication series

NameAIP Conference Proceedings
Volume2111
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

Conference2018 UKM FST Postgraduate Colloquium
CountryMalaysia
CitySelangor
Period4/4/186/4/18

Fingerprint

Malaysia
mortality
projection
death
insurance
economy
comparison
developed countries
economics
socioeconomics
statistics
trends

Keywords

  • Hyndman-Ullah
  • Lee-Carter
  • mortality data
  • Smoothing

ASJC Scopus subject areas

  • Ecology, Evolution, Behavior and Systematics
  • Ecology
  • Plant Science
  • Physics and Astronomy(all)
  • Nature and Landscape Conservation

Cite this

Kamaruddin, H. S., & Ismail, N. (2019). Statistical comparison of projection Malaysia mortality rate by using Lee-Carter model and Lee-Carter extension of Hyndman-Ullah. In N. H. A. Rasol, K. Ibrahim, S. A. Hasbullah, M. H. H. Jumali, N. Ibrahim, M. M. Hanafiah, & M. T. Latif (Eds.), 2018 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2018 Postgraduate Colloquium [020007] (AIP Conference Proceedings; Vol. 2111). American Institute of Physics Inc.. https://doi.org/10.1063/1.5111214

Statistical comparison of projection Malaysia mortality rate by using Lee-Carter model and Lee-Carter extension of Hyndman-Ullah. / Kamaruddin, Halim Shukri; Ismail, Noriszura.

2018 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2018 Postgraduate Colloquium. ed. / Noor Hayati Ahmad Rasol; Kamarulzaman Ibrahim; Siti Aishah Hasbullah; Mohammad Hafizuddin Hj. Jumali; Nazlina Ibrahim; Marlia Mohd Hanafiah; Mohd Talib Latif. American Institute of Physics Inc., 2019. 020007 (AIP Conference Proceedings; Vol. 2111).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Kamaruddin, HS & Ismail, N 2019, Statistical comparison of projection Malaysia mortality rate by using Lee-Carter model and Lee-Carter extension of Hyndman-Ullah. in NHA Rasol, K Ibrahim, SA Hasbullah, MHH Jumali, N Ibrahim, MM Hanafiah & MT Latif (eds), 2018 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2018 Postgraduate Colloquium., 020007, AIP Conference Proceedings, vol. 2111, American Institute of Physics Inc., 2018 UKM FST Postgraduate Colloquium, Selangor, Malaysia, 4/4/18. https://doi.org/10.1063/1.5111214
Kamaruddin HS, Ismail N. Statistical comparison of projection Malaysia mortality rate by using Lee-Carter model and Lee-Carter extension of Hyndman-Ullah. In Rasol NHA, Ibrahim K, Hasbullah SA, Jumali MHH, Ibrahim N, Hanafiah MM, Latif MT, editors, 2018 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2018 Postgraduate Colloquium. American Institute of Physics Inc. 2019. 020007. (AIP Conference Proceedings). https://doi.org/10.1063/1.5111214
Kamaruddin, Halim Shukri ; Ismail, Noriszura. / Statistical comparison of projection Malaysia mortality rate by using Lee-Carter model and Lee-Carter extension of Hyndman-Ullah. 2018 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2018 Postgraduate Colloquium. editor / Noor Hayati Ahmad Rasol ; Kamarulzaman Ibrahim ; Siti Aishah Hasbullah ; Mohammad Hafizuddin Hj. Jumali ; Nazlina Ibrahim ; Marlia Mohd Hanafiah ; Mohd Talib Latif. American Institute of Physics Inc., 2019. (AIP Conference Proceedings).
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