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Some comments on “A Hermite spline approach for modelling population mortality” by Tang, Li & Tickle (2022)

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  • Richards, Stephen J.

Abstract

Tang et al. (2022) propose a new class of models for stochastic mortality modelling using Hermite splines. There are four useful features of this class that are worth emphasising. First, for single-sex datasets, this new class of projection models can be fitted as a generalised linear model. Second, these models can automatically extrapolate mortality rates to ages above the maximum age of the data set. Third, simpler sub-variants of the models exist for forecasting when one of the variables lacks a clear drift. Finally, a minor reparameterisation increases the quality of long-range forecasts of period mortality.

Suggested Citation

  • Richards, Stephen J., 2023. "Some comments on “A Hermite spline approach for modelling population mortality” by Tang, Li & Tickle (2022)," Annals of Actuarial Science, Cambridge University Press, vol. 17(3), pages 643-646, November.
  • Handle: RePEc:cup:anacsi:v:17:y:2023:i:3:p:643-646_10
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