Modelling and forecasting age-segmented mortality: evaluation of lLe-Carter method and its extensions

Alşan Kılıç, Raife Sıda
Mortality dynamics deal with the human mortality from birth to death giving insights for the population in different aspects; age, year, gender and enable to ascertain crucial mortality trends as well. Over the last decades, ample new methods have been developed and the mortality modelling has been evolved into more effective ways. Among these models, the pioneering and the most seminal one is Lee-Carter model (Lee & Carter, 1992). From its development, Lee-Carter model has been intensively studied and its variants with different structures have been proposed. While the performance of mortality models has been examined under various issues so far, the modelling of mortality over age patterns for different stages of human life has yet to be studied. Therefore, in this study, our purpose is to utilise a new approach differing from literature by investigating the performance of piecewise mortality models via structural breakpoints for age dimension. Accordingly, the mortality data of three different countries for the eighty-one years averagely; Australia, Japan and Portugal are examined by Lee-Carter model and its extensions with regards to the age structure of corresponding countries. The results reveal that each country has different age structures for female and male subpopulations and the age intervals within these structures have different characteristics regarding significance of accuracy of these methods. The findings imply the need for a use of different age breaks for female and male subpopulations and the selection of best suited methods for each corresponding age intervals regarding accuracy of mortality forecasts.


Hasgül, Etkin; Kestel, A. Sevtap; Yolcu Okur, Yeliz (2020-01-01)
This paper presents a model, which can closely predict the future mortality rates whose efficiency is performed through the comparisons with respect to Lee-Carter and mortality trend models. This general model estimates the logit function of death rate in terms of general tendency of the mortality evolution independent of age, the mortality steepness, additional effects of childhood, youth and old age. Generalized linear model (GLM) is used to estimate the parameters. Moreover, the weighted least square (WL...
Determining the role of mutation load in mammalian senescence
Somel, Mehmet; Özer, Füsun; Turan, Zeliha Gözde; Koptekin, Dilek; Ghalichi, Ayshin(2016-12-31)
In most multicellular species, aging is accompanied by an increasing risk of disease and mortality, a process termed senescence. The evolutionary causes and genetic bases of senescence are little understood. Senescence is usually associated with accumulating cellular damage, although a number of theories suggest that harmful mutations that are expressed only at late age could also contribute to the aging phenotype. Analyzing primate brain transcriptome data, we recently identified a pattern that would suppo...
Assessment of longevity risk: credibility approach
Kestel, Ayşe Sevtap; Yıldırım Külekci, Bükre (2021-05-01)
To correctly measure the effect of mortality rates on the stability of insurance and pension provider's financial risk, longevity risk should be considered. This paper aims to investigate the future mortality and longevity risk with different age structures for different countries. Lee–Carter mortality model is used on the historical census data to forecast future mortality rates. Turkey, Germany, and Japan are chosen concerning their expected life and population distributions. Then, the longevity risk on a...
Effect of Turkish mortality developments on the expected lifetime and annuity using entropy measure
Yıldırım Külekci, Bükre (2020-06-01)
Over the past three centuries, there has been a steady and gradual decline in mortality rates due to a considerable process of eliminating hazards to survival, which have increased the life expectancy at birth remarkably. The improvements in mortality rates often been underestimated by annuity and pension providers. To measure the effect of mortality rate developments on life expectancy or annuity, many demographers use the idea of entropy. We use the entropy measure to explain the effect of any change in m...
Longitudinal models for life expectancy at birth in Turkey
Asker, Özlem; İlk Dağ, Özlem; Department of Statistics (2021-1-15)
World Health Organization (WHO) gives the definition of life expectancy at birth as ―the average number of years that a newborn is expected to live if current mortality rates continue to apply‖. Life expectancy at birth is an important indicator of a country's overall health status and its economic and social level of development. In order for governments to set their policies correctly, it is important to determine factors that affect life expectancy at birth and how they affect it. In this thesis, longitu...
Citation Formats
R. S. Alşan Kılıç, “Modelling and forecasting age-segmented mortality: evaluation of lLe-Carter method and its extensions,” Thesis (M.S.) -- Graduate School of Natural and Applied Sciences. Statistics., Middle East Technical University, 2019.