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Advances in Mortality Forecasting

Within the field of mortality forecasting, various advances have taken place in the last few years. These advances have started with the development of many extensions and alternatives for the Lee-Carter model, including, for example, the functional data approach. Additional important advances include the further development of coherent or multi-population forecasting methods, which ensure that forecasts based on extrapolations do not lead to divergent outcomes. Another important advancement is the inclusion of epidemiological evidence in the mortality forecast, and the development of different approaches to do so. In addition, we have recently witnessed the use of different measures beyond age-specific mortality rates for the mortality forecast. In all this, it has become the golden standard to do probabilistic mortality forecasting and to validate the model used for mortality forecasting by means of in-sample forecasting.  This thematic series on “Advances in Mortality Forecasting” will deal with these recent advances in mortality forecasting, particularly research dealing with coherent mortality forecasting and with including additional epidemiological information in mortality. 

Edited by: Fanny Janssen

  1. Content type: Original Article

    Although mortality delay (the shift of the age-at-death distribution to older ages) and mortality compression (less variability in the age at death) are the key dynamics that drove past mortality trends, they ...

    Authors: Anastasios Bardoutsos, Joop de Beer and Fanny Janssen

    Citation: Genus 2018 74:17

    Published on:

  2. Content type: Original Article

    Given the increased link between retirement age and payments to the development in life expectancy, a precise and regular forecast of life expectancy is of utmost importance. The choice of the jump-off rates, ...

    Authors: Lenny Stoeldraijer, Coen van Duin, Leo van Wissen and Fanny Janssen

    Citation: Genus 2018 74:16

    Published on: