Modelling and forecasting the mortality of the very old

Iain David Currie

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

The forecasting of the future mortality of the very old presents additional challenges since data quality can be poor at such ages. We consider a two-factor model for stochastic mortality, proposed by Cairns, Blake and Dowd, which is particularly well suited to forecasting at very high ages. We consider an extension to their model which improves fit and also allows forecasting at these high ages. We illustrate our methods with data from the Continuous
Mortality Investigation.
Original languageEnglish
Pages (from-to)419-427
Number of pages9
JournalASTIN Bulletin: The Journal of the IAA
Volume41
Issue number2
DOIs
Publication statusPublished - 2011

Keywords

  • forecasting
  • very high ages
  • mortality
  • smoothing

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