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Differences In European Mortality Rates: A Geometric Approach On The Age–Period Plane

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  • Christiansen, Marcus C.
  • Spodarev, Evgeny
  • Unseld, Verena

Abstract

Age and period are the most widely used parameters for forecasting mortality rates. Empirical mortality rate differences in multiple populations often show strong geometric patterns on the two-dimensional age–period plane. The idea of this paper is to take these geometric patterns as the starting point for the development of forecasts. A parametric approach is presented and discussed which uses simple techniques from spatial statistics. The proposed model is statistically parsimonious and yields forecasts that are consistent with the historical data and coherent for multiple populations.

Suggested Citation

  • Christiansen, Marcus C. & Spodarev, Evgeny & Unseld, Verena, 2015. "Differences In European Mortality Rates: A Geometric Approach On The Age–Period Plane," ASTIN Bulletin, Cambridge University Press, vol. 45(3), pages 477-502, September.
    • Handle: RePEc:cup:astinb:v:45:y:2015:i:03:p:477-502_00
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    Cited by:

    1. Andrew J.G. Cairns & Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold & David Blake & Kevin Dowd, 2016. "Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index," CREATES Research Papers 2016-14, Department of Economics and Business Economics, Aarhus University.
    2. Guibert, Quentin & Lopez, Olivier & Piette, Pierrick, 2019. "Forecasting mortality rate improvements with a high-dimensional VAR," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 255-272.

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