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Two-Dimensional Mortality Data: Patterns and Projections

Published online by Cambridge University Press:  10 June 2011

S. J. Richards ,
J. R. Ellam ,
J. Hubbard ,
J. L. C. Lu ,
S. J. Makin  and
K. A. Miller
S. J. Richards
Affiliation:
4 Caledonian Place, Edinburgh EH11 4AS, U.K. Tel: +44(0)131 315 4470; Email: stephen@richardsconsulting.co.uk; Web: www.richardsconsulting.co.uk
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Abstract

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Patterns and trends in late-life mortality are of growing financial importance. The growth in pension liabilities, both public and private, are of crucial interest to governments, insurers and companies with defined benefit pension schemes. This paper explores the patterns in international mortality data, and draws important lessons for actuaries in the United Kingdom.

Keywords

Mortality ImprovementsCohort EffectsPeriod EffectsPenalised SplinesGLMsSurvival ModelsCause of Death

Information

Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 13 , Issue 3 , 01 September 2007 , pp. 479 - 536
Copyright
Copyright © Institute and Faculty of Actuaries 2007

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