Modelling Frontier Mortality Using Bayesian Generalised Additive Models

Jason Hilton , University of Southampton
Erengul Dodd, University of Southampton
Peter W.F. Smith, University of Southampton
Jonathan J. Forster, University of Warwick

Mortality rates differ across countries and years, and the country with the lowest mortality has historically tended to change over time. Following the classic Science paper by Oeppen and Vaupel (2002), for any given year a hypothetical mortality ‘frontier’ can be defined as the lower limit of the force of mortality at each age, taken across all countries. It is expected that change in this frontier reflects global technological and medical advances, which may display a more stable trend over time than the patterns in mortality improvement displayed by any particular country. Employing the model of Hilton et al. (2019), we jointly estimate frontier mortality as well as mortality rates for individual countries. Generalised additive models are used to estimate a smooth set of baseline frontier mortality rates and mortality improvements, and country-level mortality is modelled as a set of smooth, positive deviations from this, forcing the mortality estimates for individual countries to lie above the frontier. The assumed stability of the mortality frontier can also be exploited for forecasting purposes. This model is fitted to data for a selection of countries from the Human Mortality Database. The efficacy of the model in forecasting over a 10-year horizon is compared to a similar model fitted to each country separately.

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 Presented in Session P2. Poster Session Ageing, Health and Mortality