IDEAS home Printed from https://ideas.repec.org/a/dem/demres/v47y2022i8.html
   My bibliography  Save this article

Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth

Author

Listed:
  • Andrea Nigri

    (Università degli studi di Foggia)

  • Susanna Levantesi

    (Università degli Studi di Roma La Sapienza)

  • Jose Manuel Aburto

    (London School of Hygiene and Tropical Medicine)

Abstract

Background: Life expectancy is one of the most informative indicators of population health and development. Its stability, which has been observed over time, has made the prediction and forecasting of life expectancy an appealing area of study. However, predicted or estimated values of life expectancy do not tell us about age-specific mortality. Objective: Reliable estimates of age-specific mortality are essential in the study of health inequalities, well-being and to calculate other demographic indicators. This task comes with several difficulties, including a lack of reliable data in many populations. Models that relate levels of life expectancy to a full age-specific mortality profile are therefore important but scarce. Methods: We propose a deep neural networks (DNN) model to derive age-specific mortality from observed or predicted life expectancy by leveraging deep-learning algorithms akin to demography’s indirect estimation techniques. Results: Out-of-sample validation was used to validate the model, and the predictive performance of the DNN model was compared with two state-of-the-art models. The DNN model provides reliable estimates of age-specific mortality for the United States, Italy, Japan, and Russia using data from the Human Mortality Database. Contribution: We show how the DNN model could be used to estimate age-specific mortality for countries without age-specific data using neighbouring information or populations with similar mortality dynamics. We take a step forward among demographic methods, offering a multi-population indirect estimation based on a data driven-approach, that can be fitted to many populations simultaneously, using DNN optimisation approaches.

Suggested Citation

  • Andrea Nigri & Susanna Levantesi & Jose Manuel Aburto, 2022. "Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 47(8), pages 199-232.
  • Handle: RePEc:dem:demres:v:47:y:2022:i:8
    DOI: 10.4054/DemRes.2022.47.8
    as

    Download full text from publisher

    File URL: https://www.demographic-research.org/volumes/vol47/8/47-8.pdf
    Download Restriction: no

    File URL: https://libkey.io/10.4054/DemRes.2022.47.8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Marc Luy, 2003. "Causes of Male Excess Mortality: Insights from Cloistered Populations," Population and Development Review, The Population Council, Inc., vol. 29(4), pages 647-676, December.
    2. Hainaut, Donatien, 2018. "A Neural-Network Analyzer for Mortality Forecast," LIDAM Reprints ISBA 2018027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Neil K. Mehta & Leah R. Abrams & Mikko Myrskylä, 2020. "US life expectancy stalls due to cardiovascular disease, not drug deaths," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 117(13), pages 6998-7000, March.
    4. Carter, Lawrence R. & Lee, Ronald D., 1992. "Modeling and forecasting US sex differentials in mortality," International Journal of Forecasting, Elsevier, vol. 8(3), pages 393-411, November.
    5. Scognamiglio, Salvatore, 2022. "Calibrating The Lee-Carter And The Poisson Lee-Carter Models Via Neural Networks," ASTIN Bulletin, Cambridge University Press, vol. 52(2), pages 519-561, May.
    6. Andrea Nigri & Susanna Levantesi & Mario Marino & Salvatore Scognamiglio & Francesca Perla, 2019. "A Deep Learning Integrated Lee–Carter Model," Risks, MDPI, vol. 7(1), pages 1-16, March.
    7. Ronald Lee & Timothy Miller, 2001. "Evaluating the performance of the lee-carter method for forecasting mortality," Demography, Springer;Population Association of America (PAA), vol. 38(4), pages 537-549, November.
    8. Pascariu, Marius D. & Canudas-Romo, Vladimir & Vaupel, James W., 2018. "The double-gap life expectancy forecasting model," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 339-350.
    9. Richman, Ronald & Wüthrich, Mario V., 2021. "A neural network extension of the Lee–Carter model to multiple populations," Annals of Actuarial Science, Cambridge University Press, vol. 15(2), pages 346-366, July.
    10. Adrian Raftery & Jennifer Chunn & Patrick Gerland & Hana Ševčíková, 2013. "Bayesian Probabilistic Projections of Life Expectancy for All Countries," Demography, Springer;Population Association of America (PAA), vol. 50(3), pages 777-801, June.
    11. Hainaut, Donatien, 2018. "A Neural-Network Analyzer For Mortality Forecast," ASTIN Bulletin, Cambridge University Press, vol. 48(2), pages 481-508, May.
    12. Marius D. Pascariu & Ugofilippo Basellini & José Manuel Aburto & Vladimir Canudas-Romo, 2020. "The Linear Link: Deriving Age-Specific Death Rates from Life Expectancy," Risks, MDPI, vol. 8(4), pages 1-18, October.
    13. Nan Li & Ronald Lee & Patrick Gerland, 2013. "Extending the Lee-Carter Method to Model the Rotation of Age Patterns of Mortality Decline for Long-Term Projections," Demography, Springer;Population Association of America (PAA), vol. 50(6), pages 2037-2051, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nasibeh Esmaeili & Mohammad Jalal Abbasi-Shavazi, 2024. "Forecasting number of births and sex ratio at birth in Iran using deep neural network and ARIMA: implications for policy evaluations," Journal of Population Research, Springer, vol. 41(4), pages 1-21, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    2. Marie-Pier Bergeron-Boucher & Søren Kjærgaard & James E. Oeppen & James W. Vaupel, 2019. "The impact of the choice of life table statistics when forecasting mortality," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(43), pages 1235-1268.
    3. Hung-Tsung Hsiao & Chou-Wen Wang & I.-Chien Liu & Ko-Lun Kung, 2024. "Mortality improvement neural-network models with autoregressive effects," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(2), pages 363-383, April.
    4. Carlo G. Camarda & Ugofilippo Basellini, 2021. "Smoothing, Decomposing and Forecasting Mortality Rates," European Journal of Population, Springer;European Association for Population Studies, vol. 37(3), pages 569-602, July.
    5. Ahbab Mohammad Fazle Rabbi & Stefano Mazzuco, 2021. "Mortality Forecasting with the Lee–Carter Method: Adjusting for Smoothing and Lifespan Disparity," European Journal of Population, Springer;European Association for Population Studies, vol. 37(1), pages 97-120, March.
    6. Jose Garrido & Yuxiang Shang & Ran Xu, 2024. "LSTM-Based Coherent Mortality Forecasting for Developing Countries," Risks, MDPI, vol. 12(2), pages 1-24, February.
    7. Christina Bohk-Ewald & Marcus Ebeling & Roland Rau, 2017. "Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts," Demography, Springer;Population Association of America (PAA), vol. 54(4), pages 1559-1577, August.
    8. Bergeron-Boucher, Marie-Pier & Vázquez-Castillo, Paola & Missov, Trifon, 2022. "A modal age at death approach to forecasting mortality," SocArXiv 5zr2k, Center for Open Science.
    9. David Atance & Ana Debón & Eliseo Navarro, 2020. "A Comparison of Forecasting Mortality Models Using Resampling Methods," Mathematics, MDPI, vol. 8(9), pages 1-21, September.
    10. G'abor Petneh'azi & J'ozsef G'all, 2019. "Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?," Papers 1909.05501, arXiv.org, revised Oct 2019.
    11. Hong Li & Johnny Siu-Hang Li, 2017. "Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements," Demography, Springer;Population Association of America (PAA), vol. 54(3), pages 1073-1095, June.
    12. Susanna Levantesi & Virginia Pizzorusso, 2019. "Application of Machine Learning to Mortality Modeling and Forecasting," Risks, MDPI, vol. 7(1), pages 1-19, February.
    13. Marie-Pier Bergeron-Boucher & Vladimir Canudas-Romo & James E. Oeppen & James W. Vaupel, 2017. "Coherent forecasts of mortality with compositional data analysis," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 37(17), pages 527-566.
    14. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2023. "Thirty years on: A review of the Lee–Carter method for forecasting mortality," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1033-1049.
    15. Carlo Giovanni Camarda, 2019. "Smooth constrained mortality forecasting," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(38), pages 1091-1130.
    16. Marius D. Pascariu & Ugofilippo Basellini & José Manuel Aburto & Vladimir Canudas-Romo, 2020. "The Linear Link: Deriving Age-Specific Death Rates from Life Expectancy," Risks, MDPI, vol. 8(4), pages 1-18, October.
    17. Francesca Perla & Salvatore Scognamiglio, 2023. "Locally-coherent multi-population mortality modelling via neural networks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(1), pages 157-176, June.
    18. Corsaro, Stefania & Marino, Zelda & Scognamiglio, Salvatore, 2024. "Quantile mortality modelling of multiple populations via neural networks," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 114-133.
    19. Yang Qiao & Chou-Wen Wang & Wenjun Zhu, 2024. "Machine learning in long-term mortality forecasting," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(2), pages 340-362, April.
    20. Joab Odhiambo & Patrick Weke & Philip Ngare, 2021. "A Deep Learning Integrated Cairns-Blake-Dowd (CBD) Sytematic Mortality Risk Model," JRFM, MDPI, vol. 14(6), pages 1-12, June.

    More about this item

    Keywords

    life expectancy; forecasting; death rates; deep neural network;
    All these keywords.

    JEL classification:

    • J1 - Labor and Demographic Economics - - Demographic Economics
    • Z0 - Other Special Topics - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:dem:demres:v:47:y:2022:i:8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Editorial Office (email available below). General contact details of provider: https://www.demogr.mpg.de/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.