An Age-at-Death Distribution Approach to Forecast Cohort Mortality

Ugofilippo Basellini , Institut National d'Études Démographiques (INED)
Søren Kjærgaard, Max Planck Odense Center on the Biodemography of Aging
Carlo G. Camarda, Institut National d'Études Démographiques (INED)

Mortality forecasting has received increasing attention during recent decades due to the negative financial effects of longevity improvements on public and private institutions' liabilities. However, little work has been done on forecasting mortality from a cohort perspective. In this article, we introduce a novel methodology to forecast adult age-specific cohort mortality from age-at-death distributions. We show that cohort forecasts can improve our understanding of mortality developments, as well as allow us to complete the mortality experience of partially observed cohorts. We illustrate our methodology on adult female cohort mortality in two high-longevity countries using data from the Human Mortality Database.

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 Presented in Session 167. Modeling Mortality