Extrapolating mortality projections by age

Reliable mortality data tends to stop well below the ages needed by actuaries. Projecting in age consistently with projecting forward in time is a complex process. An extension based on two-dimensional B-splines can achieve a robust projection - as can a far-reaching generalisation of the classic Cairns Blake-Dowd model. But not all models are amenable.

 

Extrapolating mortality projections by age

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Uncharted waters

How pension plans can better equip themselves for a period of economic upheaval. By Matthew Seymour, RiskFirst, a Moody’s Analytics Company

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here