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, University of Groningen, the Netherlands
Advances in mortality forecasting: introduction
Genus 2018 74:21
Published on: 19 December 2018
Model confidence sets and forecast combination: an application to age-specific mortality
Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model.
Han Lin Shang and Steven Haberman
Genus 2018 74:19
Published on: 21 November 2018
Projecting delay and compression of mortality
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 ...
Anastasios Bardoutsos, Joop de Beer and Fanny Janssen
Genus 2018 74:17
Published on: 25 October 2018
Modeling and forecasting sex differences in mortality: a sex-ratio approach
Female and male life expectancies have converged in most industrialized societies in recent decades. To achieve coherent forecasts between females and males, this convergence needs to be considered when foreca...
Marie-Pier Bergeron-Boucher, Vladimir Canudas-Romo, Marius Pascariu and Rune Lindahl-Jacobsen
Genus 2018 74:20
Published on: 3 December 2018
Comparing strategies for matching mortality forecasts to the most recently observed data: exploring the trade-off between accuracy and robustness
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, ...
Lenny Stoeldraijer, Coen van Duin, Leo van Wissen and Fanny Janssen
Genus 2018 74:16
Published on: 29 September 2018
Evaluation of simple methods for regional mortality forecasts
In recent decades, considerable research effort has been dedicated to improving mortality forecasting methods. While making valuable contributions to the literature, the bulk of this research has focused on na...
Genus 2018 74:14
Published on: 27 September 2018
Mortality and life expectancy forecast for (comparatively) high mortality countries
The Lee–Carter method and its later variants are widely accepted extrapolative methods for forecasting mortality and life expectancy in industrial countries due to their simplicity and availability of high qua...
Ahbab Mohammad Fazle Rabbi and Stefano Mazzuco
Genus 2018 74:18
Published on: 1 November 2018
Mortality forecasting in Colombia from abridged life tables by sex
An adequate forecasting model of mortality that allows an analysis of different population changes is a topic of interest for countries in demographic transition. Phenomena such as the reduction of mortality, ...
Gisou Diaz, Ana Debón and Vicent Giner-Bosch
Genus 2018 74:15
Published on: 1 October 2018