Leonie Tickle

Overview

Leonie Tickle is an actuarial scientist and demographer at the Department of Actuarial Studies, Macquarie University (Australia). Her research focuses on mortality forecasting methodology, particularly the evaluation and extension of the Lee-Carter model.

Key Contributions / Features

• Co-authored Booth, Tickle, and Smith (2005), which provided a 10-country out-of-sample evaluation of Lee-Carter variants (LC, LM, BMS) and formally decomposed forecast error into jump-off and model components, demonstrating that BMS and LM are superior to LC primarily because they avoid jump-off bias.
• Co-developed the De Jong-Tickle (DJT) LC(smooth) state-space extension (De Jong and Tickle 2006), which reformulates LC within a B-spline constrained state-space framework estimated via Kalman filtering, imposing smooth age profiles and enabling full probabilistic estimation.
• Co-authored Booth, Hyndman, Tickle, and De Jong (2006), a five-method comparison extending BTS (2005) to include HU and DJT, showing no significant LE differences among the four non-original methods and demonstrating the primacy of fitting period length and jump-off rates over adjustment method choice.

Related

• Lee-Carter Model
• Heather Booth
• Len Smith
• Rob J. Hyndman
• Piet de Jong

Sources

• Booth Tickle and Smith 2005 — Evaluation of the Variants of the Lee-Carter Method of Forecasting Mortality A Multi-Country Comparison
• Booth Hyndman Tickle and De Jong 2006 — Lee-Carter Mortality Forecasting A Multi-Country Comparison of Variants and Extensions
• Booth 2006 — Demographic Forecasting 1980 to 2005 in Review