Abstract

The prediction of human longevity levels in the future by direct forecasting of life expectancy offers numerous advantages, compared to methods based on extrapolation of age-specific death rates. However, the reconstruction of accurate life tables starting from a given level of life expectancy at birth, or any other age, is not straightforward. Model life tables have been extensively used for estimating age patterns of mortality in poor-data countries. We propose a new model inspired by indirect estimation techniques applied in demography, which can be used to estimate full life tables at any point in time, based on a given value of life expectancy at birth. Our model relies on the existing high correlations between levels of life expectancy and death rates across ages. The methods presented in this paper are implemented in a publicly available R package.

Highlights

  • Understanding human mortality dynamics is of utmost importance in the context of rapid ageing process together with the increase in length of life experienced by most populations nowadays

  • We have introduced a simple method, the Linear-link model, to derive the entire schedule of age-specific death rates, based on a single value of life expectancy and prior knowledge of human mortality patterns

  • The model is based on the observed linearity between age-specific death rates, m x, and life expectancy at a certain age, eθ

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Summary

Introduction

Understanding human mortality dynamics is of utmost importance in the context of rapid ageing process together with the increase in length of life experienced by most populations nowadays. Relational models were developed for estimation purposes in poor-data contexts These models rely on parameters that depict the relationships between various measures of age-specific and overall mortality. Our model recovers the entire age profile of mortality in a population based on the strong correlations between a single longevity measure, namely life expectancy, and age-specific death rates. Combining these correlations in the Lee-Carter (1992). The linear relations between levels of life expectancy and age-specific death rates presented here, could be used for testing anomalies in information in actuarial practice.

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