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Forecasting Changes in Mortality
North American Actuarial Journal, 1998In this article, we express a concern that certain commonly accepted methods of predicting mortality will likely prove to be inadequate in the future. Specifically, the Lee-Carter method, which overall has been empirically successful, uses auto-regressive moving average (ARMA) technology and contains no structural mortality equation.
Sam Gutterman, Irwin T. Vanderhoof
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Forecasting Mortality for Small Populations by Mixing Mortality Data
SSRN Electronic Journal, 2013In this paper we address the problem of projecting mortality when data are severely affected by random fluctuations, due in particular to a small sample size, or when data are scanty. Such situations may emerge when dealing with small populations, such as small countries (possibly previously part of a larger country), a specific geographic area of a ...
A. Ahcan +3 more
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Error Models for Official Mortality Forecasts
Journal of the American Statistical Association, 1990"The Office of the Actuary, U.S. Social Security Administration, produces alternative forecasts of mortality to reflect uncertainty about the future.... In this article we identify the components and assumptions of the official forecasts and approximate them by stochastic parametric models.
J M, Alho, B D, Spencer
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Smoothing and forecasting mortality rates
Statistical Modelling, 2004The prediction of future mortality rates is a problem of fundamental importance for the insurance and pensions industry. We show how the method of P-splines can be extended to the smoothing and forecasting of two-dimensional mortality tables. We use a penalized generalized linear model with Poisson errors and show how to construct regression and ...
Currie, Iain D. +2 more
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Forecasting mortality: An introduction
2009Abstract This chapter aims at describing various methods proposed by actuaries and demographers for projecting mortality. Many of these have been actually used in the actuarial context, in particular for pricing and reserving in relation to life annuity products and pensions, and in the demographic field, mainly for population ...
Ermanno Pitacco +3 more
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Fuzzy Approaches in Forecasting Mortality Rates
2017Fundamental issues in the study of mortality rate modelling are goodness of fit and the quality of forecasts. These are still open questions despite the fact that dozens of mortality models have been formulated. Capturing all mortality patterns remains elusive for the proposed models.
Marcin Bartkowiak, Aleksandra Rutkowska
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A Method for the Forecasting of Mortality
2018In population projections the problem of the estimation of future mortality trends is of central importance. In this paper a new method serving this purpose is applied. After assuming the probabilities of death for large age groups ( n q x ), a relational technique is applied for the estimation of one-year death probabilities ( 1 q x ) of a full life ...
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Stochastic Forecast of Mortality Effects
SSRN Electronic Journal, 2011In this study we propose a stochastic mortality forecast model that may be viewed as a Levy process. First, age, period and cohort effects are objectively identified in a given matrix of historic mortality data. Next, these patterns are removed from the matrix of mortality improvement rates.
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The forecasting performance of mortality models
AStA Advances in Statistical Analysis, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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