Mortality by the book

(Dec 22, 2017)

Our book, Modelling Mortality with Actuarial Applications, will appear in Spring 2018.  I wrote the second of the three parts, where I describe the modelling and forecasting of aggregate mortality data, such as provided by the Office for National Statistics, the Human Mortality Database or indeed by any insurer whose own data is suitable.  I have divided my contribution into four chapters. In the first chapter I deal with one-dimensional data, for example, deaths by age for a given year.  The Gompertz model is used to introduce the regression-based approach; estimation is initially by least squares, but by the end of the chapter I use generalized linear models (GLMs) with both Poisson and binomial errors.

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Tags: GLMs, mortality projections, R

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