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On Forecasting Mortality

The Milbank Quarterly, 1988
Official forecasts of mortality made by the U.S. Office of the Actuary throughout this century have consistently underestimated observed mortality declines. This is due, in part, to their reliance on the static extrapolation of past trends, an atheoretical statistical method that pays scant attention to the behavioral, medical, and social factors ...
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Forecasting Changes in Mortality

North American Actuarial Journal, 1998
In 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, 2013
In 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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Forecasting mortality: An introduction

2009
Abstract 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

2017
Fundamental 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

2018
In 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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Statistical methods for forecasting mortality

2012
Thesis - Athens University of Economics and Business.
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The forecasting performance of mortality models

AStA Advances in Statistical Analysis, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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