A Model for Reporting Delays

(Jan 28, 2021)

In his recent blog Stephen described some empirical evidence in support of his practice of discarding the most recent six months' data, to reduce the effect of delays in reporting deaths.  This blog demonstrates that the practice can also be justified theoretically in the survival modelling framework, although the choice of six months as the cut-off remains an empirical matter.

In our recent book, Modelling Mortality with Actuarial Applications, we introduce multiple-state models, and that is the framework we need here. Consider the model in Figure 1 for the death of a person observed from age \(x\), denoted by (\(x\)), with a delay in the death being reported.

Figure 1. A model of the mortality of (\(x\)) with…

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Tags: survival models, censoring

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