Projecting Mortality Rates to Extreme Old Age with the CBDX Model

Projecting Mortality Rates to Extreme Old Age with the CBDX Model

We introduce a simple extension to the CBDX model to project cohort mortality rates to extreme old age. The proposed approach fits a polynomial to a sample of age effects, uses the fitted polynomial to project the age effects to ages beyond the sample age range, then splices the sample and projected...

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Bibliographic Details
Main Authors: Kevin Dowd, David Blake
Format: Article
Language:English
Published: MDPI AG 2022-02-01
Series:Forecasting
Subjects:
mortality rates
Cairns–Blake–Dowd mortality model
CBDX mortality model
projection
extreme old age
life annuities
Online Access:https://www.mdpi.com/2571-9394/4/1/12

Internet

https://www.mdpi.com/2571-9394/4/1/12

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