Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F25%3A00141072" target="_blank" >RIV/00216224:14310/25:00141072 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1080/03461238.2025.2492181" target="_blank" >https://doi.org/10.1080/03461238.2025.2492181</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/03461238.2025.2492181" target="_blank" >10.1080/03461238.2025.2492181</a>
Alternative languages
Result language
angličtina
Original language name
Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model
Original language description
A linear mixed-effects (LME) model is proposed for modelling and forecasting multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and age, their interactions with predictors, and cohort as fixed effects. Furthermore, we incorporate additional random effects to account for variations in the intercept, predictor coefficients, and cohort effects among different age groups of females and males across various countries. We will show that the LME model is identifiable. We will use data from the Human Mortality Database (HMD) to illustrate the procedure. We will assess the predictive performance of the LME model in comparison to the Lee-Carter (LC) models fitted to individual populations. Additionally, we evaluate the predictive accuracy of the LME model relative to the Li-Lee (LL) model. Our results indicate that the LME model provides a more precise representation of observed mortality rates within the HMD, demonstrates robustness in calibration rate selection, and exhibits superior performance when contrasted with the LC and LL models.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10100 - Mathematics
Result continuities
Project
—
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Scandinavian Actuarial Journal
ISSN
0346-1238
e-ISSN
1651-2030
Volume of the periodical
2025
Issue of the periodical within the volume
10
Country of publishing house
GB - UNITED KINGDOM
Number of pages
16
Pages from-to
1009-1024
UT code for WoS article
001489896400001
EID of the result in the Scopus database
2-s2.0-105003890872