Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP

Jie Wen, Torsten Kleinow, Andrew John George Cairns

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)
47 Downloads (Pure)


This article looks at the mortality of Canadian pensioners subdivided by pension level using data from the Canada Pension Plan (CPP) and Québec Pension Plan (QPP). Differing pension levels (11 groups) are found to give rise to significant levels of mortality inequality at age 65, with a declining inequality gap as cohorts get older. We also find that levels of inequality have increased slightly over time, and that the QPP pensioners exhibit greater levels of inequality than CPP. Additionally, we find strong, but indirect, evidence among the lowest pension groups for a healthy immigrant effect. We fit a range of multipopulation stochastic mortality models to the CPP and QPP data and find that the common age effect model satisfies a range of quantitative and qualitative criteria. The model allows us to distill further detail from the underlying mortality data as well as provide a coherent basis for forecasting mortality and assessing uncertainty in these forecasts. Lastly, we use clustering methods to consider how significant the differences are between the 11 groups.

Original languageEnglish
Pages (from-to)533-561
Number of pages29
JournalNorth American Actuarial Journal
Issue number4
Early online date29 Jan 2020
Publication statusPublished - 1 Oct 2020

ASJC Scopus subject areas

  • Statistics and Probability
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty


Dive into the research topics of 'Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP'. Together they form a unique fingerprint.

Cite this