Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Age-gender-country-specific death rates modelling and forecasting: a linear mixed-effects model

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10100 - Mathematics

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2025

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Scandinavian Actuarial Journal

ISSN

0346-1238

e-ISSN

1651-2030

Svazek periodika

2025

Číslo periodika v rámci svazku

10

Stát vydavatele periodika

GB - Spojené království Velké Británie a Severního Irska

Počet stran výsledku

16

Strana od-do

1009-1024

Kód UT WoS článku

001489896400001

EID výsledku v databázi Scopus

2-s2.0-105003890872