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Modelling Frontier Mortality Using Bayesian Generalised Additive Models

Author

Listed:
  • Hilton Jason
  • Smith Peter W.F.

    (Department of Social Statistics and Demography, University of Southampton, Highfield, Southampton, SO17 1BJ, United Kingdom.)

  • Dodd Erengul

    (School of Mathematical Sciences, University of Southampton, Highfield, Southampton, SO17 1BJ, United Kingdom.)

  • Forster Jonathan J.

    (Department of Statistics, University of Warwick, Coventry, CV4 7AL, United Kingdom.)

Abstract

Mortality rates differ across countries and years, and the country with the lowest observed mortality has changed over time. However, the classic Science paper by Oeppen and Vaupel (2002) identified a persistent linear trend over time in maximum national life expectancy. In this article, we look to exploit similar regularities in age-specific mortality by considering for any given year a hypothetical mortality ‘frontier’, which we define as the lower limit of the force of mortality at each age across all countries. Change in this frontier reflects incremental advances across the wide range of social, institutional and scientific dimensions that influence mortality. We jointly estimate frontier mortality as well as mortality rates for individual countries. Generalised additive models are used to estimate a smooth set of baseline frontier mortality rates and mortality improvements, and country-level mortality is modelled as a set of smooth, positive deviations from this, forcing the mortality estimates for individual countries to lie above the frontier. This model is fitted to data for a selection of countries from the Human Mortality Database (2019). The efficacy of the model in forecasting over a ten-year horizon is compared to a similar model fitted to each country separately.

Suggested Citation

  • Hilton Jason & Smith Peter W.F. & Dodd Erengul & Forster Jonathan J., 2021. "Modelling Frontier Mortality Using Bayesian Generalised Additive Models," Journal of Official Statistics, Sciendo, vol. 37(3), pages 569-589, September.
  • Handle: RePEc:vrs:offsta:v:37:y:2021:i:3:p:569-589:n:8
    DOI: 10.2478/jos-2021-0026
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    References listed on IDEAS

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    1. James Vaupel & Vladimir Romo, 2003. "Decomposing change in life expectancy: A bouquet of formulas in honor of Nathan Keyfitz’s 90th birthday," Demography, Springer;Population Association of America (PAA), vol. 40(2), pages 201-216, May.
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