Skip to main content

A Method for the Forecasting of Mortality

  • Chapter
  • First Online:
  • 845 Accesses

Part of the book series: The Springer Series on Demographic Methods and Population Analysis ((PSDE,volume 46))

Abstract

In population projections the problem of the estimation of future mortality trends is of central importance. In this paper a new method serving this purpose is applied. After assuming the probabilities of death for large age groups ( n q x ), a relational technique is applied for the estimation of one-year death probabilities ( 1 q x ) of a full life table as proposed by Kostaki (Math Popul Stud 9(1):83–95, 2000). Afterwards, a smoothing procedure of the 1 q x values is used, based on a 9 parameters relational model originally developed by Heligman and Pollard (J Inst Actuar 107:47–80, 1980) and later on modified by Kostaki (Math Popul Stud 3(4):277–288, 1992) in combination with three subsequent cubic splines. After the age of 84 years the probabilities of death were extrapolated on the basis of the parameters of the last spline used. Results of the analysis indicate that the method applied was on one hand very effective and on the other quite parsimonious in terms of calculations, property which further enhances its applicability.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

References

  • Andreev, K., Gu, D., & Gerland, P. (2013). Patterns of mortality improvement by level of life expectancy at birth. Paper presented at the annual meeting of the Population Association of America, New Orleans, LA. http://paa2013.princeton.edu/papers/132554

  • Booth, H. (2006). Demographic forecasting: 1980 to 2005. International Journal of Forecasting, 22, 547–581.

    Article  Google Scholar 

  • Booth, H., & Tickle, L. (2008). Mortality and modeling: A review of methods. Annals of Actuarial Science, 3(I/II), 3–43.

    Article  Google Scholar 

  • Calot, G. (1999). L’ analyse démographique conjoncturelle. In A. Kuijsten, H. de Gans, & H. de Feijter (Eds.), The joy of demography, édité en l’honneur de D.J. van de Kaa (pp. 295–323). La Haye: NethurD Publications.

    Google Scholar 

  • Calot, G., & Franco, A. (2001). The construction of life tables. In G. Wunsch, M. Mouchart, & J. Duchêne (Eds.), Life tables: Data, methods, models (pp. 31–75). Dordrecht: Kluwer.

    Google Scholar 

  • Calot, G., & Sardon, J.-P. (2004). Methodology for the calculation of Eurostat’s demographic indicators. Detailed report for the European Demographic Observatory, Office for Official Publication of the European Communities, Luxemburg.

    Google Scholar 

  • Garbero, A., & Sanderson, W. (2014). Forecasting mortality convergence up to 2100. In W. Lutz, W. P. Butz, & K. C. Samir (Eds.), World population and human capital in the 21st century (pp. 650–665). Oxford: Oxford University Press.

    Google Scholar 

  • Heligman, L., & Pollard, J. H. (1980). The age pattern of mortality. Journal of the Institute of Actuaries, 107, 47–80.

    Article  Google Scholar 

  • Kostaki, A. (1991). The Heligman – Pollard formula as a tool for expanding an abridged life table. Journal of Official Statistics, 7(3), 311–323.

    Google Scholar 

  • Kostaki, A. (1992). A nine parameter version of the Heligman-Pollard formula. Mathematical Population Studies, 3(4), 277–288.

    Article  Google Scholar 

  • Kostaki, A. (2000). A relational technique for estimating the age – specific mortality pattern from grouped data. Mathematical Population Studies, 9(1), 83–95.

    Article  Google Scholar 

  • Kostaki, A., & Lanke, J. (2000). Degrouping mortality data for the elderly. Mathematical Population Studies, 7(4), 331–341.

    Article  Google Scholar 

  • Kostaki, A., & Panousis, V. (2001). Expanding an abridged life table. Demographic Research, 5(1), 1–22.

    Article  Google Scholar 

  • Lee, R. D., & Carter, L. R. (1992). Modeling and forecasting U.S. mortality. Journal of the American Statistical Association, 87(419), 659–671.

    Google Scholar 

  • Li, N., Lee, R., & Gerland, P. (2013). Extending the Lee-Carter Method to model the rotation of age patterns of mortality decline for long term projection. Demography, 50(6), 2037–2051.

    Article  Google Scholar 

  • Mathers, C. D., & Loncar, D. (2006). Projections of global mortality and burden of disease from 2002 to 2030. PLoS Medicine, 3(11), 2011–2030.

    Article  Google Scholar 

  • Murray, J. L., & Lopez, A. D. (1997). Alternative projections of mortality and disability by cause 1990–2020: Global burden of disease study. The Lancet, 349(9064), 1458–1504.

    Article  Google Scholar 

  • Office of the Chief Actuary. (2014). Mortality projections for social security programs in Canada. Actuarial study Nr. 12. Office of the Superintendent of Financial Institutions Canada. Available at: www.osfi-bsif.gc.ca

  • Pollard, J. H. (1987). Projection of age-specific mortality rates. Population Bulletin of the United Nations, 21–22, 55–69.

    Google Scholar 

  • Raftery, A. E., Lalic, N., & Gerland, P. (2012). Joint probabilistic projection of female and male life expectancy. Paper presented at the annual meeting of the Population Association of America, San Francisco, CA.

    Google Scholar 

  • Raftery, A. E., Chunn, J. L., Gerland, P., & Ševčíková, H. (2013). Bayesian probabilistic projections of life expectancy for all countries. Demography, 50, 777–801.

    Article  Google Scholar 

  • Sala-I-Martin, X. (1996). The classical approach to convergence analysis. The Economic Journal, 106, 1019–1036.

    Article  Google Scholar 

  • Samir, K.C., Potančoková, M., Bauer, R., Goujon, A., & Striessnig, E. (2013). Summary of data, assumptions and methods for new Wittgenstein Centre for Demography and Global Human Capital (WIC) population projections by age, sex and level of education for 195 countries to 2100 (Interim Report No. IR-13-018). Laxenburg: International Institute for Applied Systems Analysis.

    Google Scholar 

  • Stoeldraijer, L., van Duin, C., van Wissen, L., & Janssen, F. (2013). Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands. Demographic Research, 29(13), 323–354.

    Article  Google Scholar 

  • Torri, T., & Vaupel, J. W. (2012). Forecasting life expectancy in an international context. International Journal of Forecasting, 28(2), 519–531.

    Article  Google Scholar 

  • UNPP, United Nations, Department of Economic and Social Affairs, Population Division. (2015). World population prospects, the 2015 revision. Methodology of the United Nations population estimates and projections. New York: United Nations.

    Google Scholar 

  • Zafeiris, K. N., & Kostaki, A. (2017). Recent mortality trends in Greece. Communications in Statistics-Theory and Methods. https://doi.org/10.1080/03610926.2017.1353625.

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Konstantinos N. Zafeiris .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer International Publishing AG, part of Springer Nature

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Zafeiris, K.N. (2018). A Method for the Forecasting of Mortality. In: Skiadas, C., Skiadas, C. (eds) Demography and Health Issues. The Springer Series on Demographic Methods and Population Analysis, vol 46. Springer, Cham. https://doi.org/10.1007/978-3-319-76002-5_7

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-76002-5_7

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-76001-8

  • Online ISBN: 978-3-319-76002-5

  • eBook Packages: Social SciencesSocial Sciences (R0)

Publish with us

Policies and ethics