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Mortality modelling at advanced ages using a nonparametric approach

Chathuri L. Jayasinghe, Panlop Zeephongsekul

Abstract



The mortality amongst people of advanced ages in developed countries has been decliningfor several decades and will continue to do so in the foreseeable future. While the falling mortality rate is not uniform, it is important to model and understand this event since
the ageing of a population will inevitably lead to major economic and social transformation. In this paper, we consider the problem of modelling demographic data at advanced ages by adopting an efficient nonparametric approach, the fixed–design local polynomial
regression. A new nonparametric mortality model is proposed with specific application to the Australian mortality rate for the 60 plus age group. The proposed model outperforms existing parametric models used in modelling mortality rate and has the advantage that its
implementation avoids the often cumbersome parameter estimation step that is required in the parametric approach. It has also been observed that existing parametric models are country specific whereas the proposed nonparametric model easily adapts itself to any
given population. We apply the mean residual life function to estimate the gender specific life expectancy curves. Finally, noting the importance of studying the modal age at death in modern populations, we estimate the gender specific modal age at death.

Keywords


old age mortality, nonparametric mortality modelling, life expectancy, modal age at death, fixed–design local polynomial regression

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