Proposition of a hybrid stochastic Lee-Carter mortality modelRossa, Agnieszka (Avtor) Socha, Lesław (Avtor) mortalitetademografska statistikaIn 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 results.20132015-12-21 16:58:39Delo ni kategorizirano76434sl