Modeling and Forecasting Mortality Rates

Author(s):  
Daniel Mitchell ◽  
Patrick L. Brockett ◽  
Rafael Mendoza-Arriaga ◽  
Kumar Muthuraman
2015 ◽  
Vol 83 ◽  
pp. 65-81 ◽  
Author(s):  
Marcus C. Christiansen ◽  
Andreas Niemeyer ◽  
Lucia Teigiszerová

2013 ◽  
Vol 52 (2) ◽  
pp. 275-285 ◽  
Author(s):  
Daniel Mitchell ◽  
Patrick Brockett ◽  
Rafael Mendoza-Arriaga ◽  
Kumar Muthuraman

2019 ◽  
Vol 49 (2) ◽  
pp. 433-455 ◽  
Author(s):  
Qing Liu ◽  
Chen Ling ◽  
Deyuan Li ◽  
Liang Peng

AbstractAs a benchmark mortality model in forecasting future mortality rates and hedging longevity risk, the widely employed Lee–Carter model (Lee, R.D. and Carter, L.R. (1992) Modeling and forecasting U.S. mortality. Journal of the American Statistical Association, 87, 659–671.) suffers from a restrictive constraint on the unobserved mortality index for ensuring model’s identification and a possible inconsistent inference. Recently, a modified Lee–Carter model (Liu, Q., Ling, C. and Peng, L. (2018) Statistical inference for Lee–Carter mortality model and corresponding forecasts. North American Actuarial Journal, to appear.) removes this constraint and a simple least squares estimation is consistent with a normal limit when the mortality index follows from a unit root or near unit root AR(1) model with a nonzero intercept. This paper proposes a bias-corrected estimator for this modified Lee–Carter model, which is consistent and has a normal limit regardless of the mortality index being a stationary or near unit root or unit root AR(1) process with a nonzero intercept. Applications to the US mortality rates and a simulation study are provided as well.


Crisis ◽  
2011 ◽  
Vol 32 (4) ◽  
pp. 178-185 ◽  
Author(s):  
Maurizio Pompili ◽  
Marco Innamorati ◽  
Monica Vichi ◽  
Maria Masocco ◽  
Nicola Vanacore ◽  
...  

Background: Suicide is a major cause of premature death in Italy and occurs at different rates in the various regions. Aims: The aim of the present study was to provide a comprehensive overview of suicide in the Italian population aged 15 years and older for the years 1980–2006. Methods: Mortality data were extracted from the Italian Mortality Database. Results: Mortality rates for suicide in Italy reached a peak in 1985 and declined thereafter. The different patterns observed by age and sex indicated that the decrease in the suicide rate in Italy was initially the result of declining rates in those aged 45+ while, from 1997 on, the decrease was attributable principally to a reduction in suicide rates among the younger age groups. It was found that socioeconomic factors underlined major differences in the suicide rate across regions. Conclusions: The present study confirmed that suicide is a multifaceted phenomenon that may be determined by an array of factors. Suicide prevention should, therefore, be targeted to identifiable high-risk sociocultural groups in each country.


Crisis ◽  
2012 ◽  
Vol 33 (5) ◽  
pp. 249-253 ◽  
Author(s):  
José Manoel Bertolote ◽  
Diego De Leo

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