Article1996

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

Arthur E. Renshaw · Steven Haberman · Peter Hatzopoulos

82 citations0/0 files storedBritish Actuarial Journal

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Insurance, Mortality, Demography, Risk Management Statistical Distribution Estimation and Applications Probability and Risk Models

Abstract

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 overad hocmethods 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.

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References

1988On graduation by mathematical formula 1972The Analysis of Mortality and other Actuarial Statistics.1971The Analysis of Mortality and Other Actuarial Statistics.

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