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Forecasting mortality, different approaches for different causes of death? The cases of lung cancer; influenza, pneumonia, and bronchitis; and motor vehicle accidents

Author:
Di Cesare, Mariachiara and Mike Murphy
Source:
Di Cesare, M. and Murphy M. (2009) Forecasting mortality, different approaches for different causes of deaths? The cases of lung cancer; influenza, pneumonia, and bronchitis; and motor vehicle accidents. British Actuarial Journal, 15 (Supplement): 185-211
Publication date:
01 December 2010
File:
PDF 3.17 MB
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Document description

Most of the methods of mortality forecasting have been assessed using performance on overall mortality, and few studies address the issue of identifying the appropriate forecasting models for specific causes of death. This study analyses trends and forecasts mortality rates for three major causes of death - lung cancer, influenza-pneumonia-bronchitis, and motor vehicle accidents - using Lee-Carter, Booth-Maindonald-Smith, Age-Period-Cohort, and Bayesian models to assess how far different causes of death need different forecasting methods. Using data from the Twentieth and Twenty-First Century Mortality databases for England and Wales, results show major differences among the different forecasting techniques. In particular, when linearity is the main driver of past trends, Lee-Carter-based approaches are preferred due to their straightforward assumptions and limited need for subjective judgment. When a clear cohort pattern is detectable, such as with lung cancer, the Age-Period-Cohort model shows the best outcome. When complete and reliable historical trends are available the Bayesian model does not produce better results than the other models.

This paper was presented to the Joining forces on mortality and longevity conference in Edinburgh in October 2009.