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Mortality Projections using Generalized Additive Models with applications to annuity values for the Irish population – CORRIGENDUM

Published online by Cambridge University Press:  17 February 2020

M. Hall  and
N. Friel
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Abstract

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Keywords

Irish Mortality ProjectionsGeneralized Additive ModelsThin Plate SplinesAge-Period-CohortCorrigendum

Information

Type
Corrigendum
Information
Annals of Actuarial Science , Volume 15 , Issue 1 , March 2021 , pp. 204
Copyright
© Institute and Faculty of Actuaries 2020

A drafting error has been found in this paper by Hall and Friel (Reference Hall and Friel2011). The projections reported in the paper were generated using the predict function for GAM models in the R package mgcv and not as referenced in the paper by Clements et al. (2005). The sentence at the top of page 22 should read: ‘Model projections are based on extrapolating the smooth functions using the predict function for GAM models in the R package mgcv (see next paragraph for details) and evaluating at the required values of age, period and cohort.’

References

Hall, M. & Friel, N. (2011) Mortality projections using Generalized Additive Models with applications to annuity values for the Irish population. Annals of Actuarial Science 5(1), 19–32. doi: 10.1017/S1748499510000011.CrossRefGoogle Scholar