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The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives

Published online by Cambridge University Press:  10 June 2011

A.E. Renshaw ,
S. Haberman  and
P. Hatzopoulos
A.E. Renshaw
Affiliation:
The City University, Northampton Square, London, EC1V 0HB, U.K. Tel: +44 (0)20 7477 8470; Fax: +44 (0)20 7477 8572; E-mail: s.haberman@city.ac.uk
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Abstract

Deaths and exposures by individual calendar year and individual years of age for the U.K. male assured lives experience over the recent past are comprehensively modelled using generalised linear modelling techniques. Our principal objective is to develop a model which incorporates both the age variation in mortality and the underlying time trends in the mortality rates. The approach has considerable advantages over ad hoc methods of fitting parametric models to represent the age variation in mortality and then separately attempting to represent the time trends in the parameters of these models. The approach advocated can be seen as an extension to the conventional parametric graduation techniques used by the CMI Bureau to represent trends in mortality.

Keywords

Mortality TrendsCohort MortalityModelling
Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 2 , Issue 2 , 01 June 1996 , pp. 449 - 477
Copyright
Copyright © Institute and Faculty of Actuaries 1996

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References

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