The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives
- 1 June 1996
- journal article
- Published by Cambridge University Press (CUP) in British Actuarial Journal
- Vol. 2 (2), 449-477
- https://doi.org/10.1017/s1357321700003470
Abstract
Deaths and exposures by individual calendar year and individual years of age for the U.K. male assured lives experience over the recent past are comprehensively modelled using generalised linear modelling techniques. Our principal objective is to develop a model which incorporates both the age variation in mortality and the underlying time trends in the mortality rates. The approach has considerable advantages over ad hoc methods of fitting parametric models to represent the age variation in mortality and then separately attempting to represent the time trends in the parameters of these models. The approach advocated can be seen as an extension to the conventional parametric graduation techniques used by the CMI Bureau to represent trends in mortality.Keywords
This publication has 6 references indexed in Scilit:
- The Glim SystemPublished by Oxford University Press (OUP) ,1993
- Joint modelling for actuarial graduation and duplicate policiesJournal of the Institute of Actuaries, 1992
- The recent trend of mortality in great britainJournal of the Institute of Actuaries, 1992
- On graduation by mathematical formulaJournal of the Institute of Actuaries, 1988
- Estimates and test procedures in connection with stochastic models for deaths, recoveries and transfers between different states of healthScandinavian Actuarial Journal, 1965
- The Relation between the Distribution of Sickness and the Effect of Duplicates on the Distribution of DeathsJournal of the Institute of Actuaries, 1949