Abstract
The goal of Chapter 1 is to describe and comment on the methods and approaches that have been in use or have emerged in recent years. Section 1.1 introduces the most common classifications of forecasting models for mortality. Section 1.2 is devoted to a brief historical review of parameterisation functions. In this context, attention is paid to prediction based on parameterised age schedules, in particular by using time series models. Section 1.3 focuses on the (statistical association) models of Lee and Carter and Section 1.4 characterises the (log-linear) age-period-cohort models. In Section 1.5 the reader can find a review of the methods used in international statistical practice and in Section 1.6 the importance of uncertainty in forecasting is addressed. Section 1.7 outlines the prospects for modelling and forecasting mortality as seen from the perspective of this chapter.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Alho, J.M. (1992), Estimating the strength of expert judgement. Journal of Forecasting 11, pp. 167.
Alho, J.M. and B.D. Spencer (1985), Uncertain population forecasting. Journal of the American Statistical Association 80(390), pp. 306–314.
Alho, J.M. and B.D. Spencer (1990a), Error models for official mortality forecasts. Journal of the American Statistical Association 85(411), pp. 609–616.
Alho, J.M. and B.D. Spencer (1990b), Effects of targets and aggregation on the propagation of error in mortality forecasts. Mathematical Population Studies 2(3), pp. 209–227.
Alho, J.M. and B.D. Spencer (1997), The practical specification of the expected error of population forecasts. Conference paper presented at the Eurostat Working Party on Demographic Projections. September 15–16, 1997, Luxembourg.
Bell, W. and B. Monsel (1991), Using principal components in time series modeling and forecasting of age-specific mortality rates. American Statistical Association, Proceedings of the Social Statistics Section.
Benjamin, B. and A.S. Soliman (1993), Mortality on the Move. Actuarial Education Service. Printed by the City University.
Bos, E., M.T. Vu, A. Levin and R. Bulatao (1992), World Population Projections 1992–93 Edition. Published for the World Bank: The Johns Hopkins University Press. Baltimore and London.
Box, G.E. and G.M. Jenkins (1976), Time Series Analysis: Forecasting and Control. Revised (ed.), San Francisco, CA: Holden-Day.
Boyle, P. and C. Robertson (1987), Statistical modelling of lung cancer and laryngeal cancer incidence in Scotland, 1960–1979. American Journal of Epidemiology 125, pp. 731–744.
Boyle, P., N.E. Day and K. Magnus (1982), Mathematical modelling of malignant melanoma trends in Norway, 1953–1978. American Journal of Epidemiology 118, pp. 887–896.
Brooks, C., D. Sams and P. Williams (1980), A time series of smooth approximations for age, sex, and marital status specific death rates in Australia, 1950/1951 to 1975/1976, with projections to the year 2000. Research memorandum, Melbourne, Australia: Impact Project Research Centre.
Carter, L. and R. Lee (1992), Forecasting demographic components: Modelling and forecasting US sex differentials in mortality. International Journal of Forecasting 8, pp. 393–411. North-Holland.
Caselli, G. (1990), The influence of cohort effects on differentials and trends in mortality. In: J. Vallin, D’Souza and Palloni (eds.): Measurement and analysis of mortality.
Caselli, G. and R. Capocaccia (1989), Age, period, cohort and early mortality: An analysis of adult mortality in Italy. Population Studies 43, pp. 133–153.
Clayton, D. and E. Schifflers (1987a), Models for temporal variation in cancer rates. I: age-period and age-cohort models. Statistics in Medicine 6, pp. 449–467.
Clayton, D. and E. Schifflers (1987b), Models for temporal variation in cancer rates. II: age-period-cohort models. Statistics in Medicine 6, pp. 469–481.
Coale, A.J. and G. Guo (1989), Revised regional model life tables at very low levels of mortality. Population Index 55(4), pp. 613–43.
De Beer, J. and A. de Jong (1996), National population scenarios for countries of the European Economic Area. Maandstatistiek van de Bevolking (CBS), 96/7.
Eding, J.H., F.J. Willekens and H. Cruijsen (1996), Long-term demographic scenarios for the European Union. Demographic Reports, No. 20, University of Groningen: Faculty of Spatial Sciences.
Ewbank, D.C., J.C. Gomez De Leon and M.A. Stoto (1983), A reducible four-parameter system of model life tables. Population Studies 37, pp. 105–127.
Gompertz, B. (1825), On the nature of the law of human mortality and on a new method of determining the value of life contingencies. Phil. Trans. of Royal Society 115, pp. 513–585.
Gomez de Leon J. and I. Texmon (1992), Methods of mortality projections and forecasts. In: N. Keilman and H. Cruijsen (eds.): National population forecasting in industrialized countries. NIDI CBGS Publications No. 24.
Goodman, L.A. (1979), Simple models for the analysis of association in cross-classifications having ordered categories. Journal of the American Statistical Association, vol. 74, pp. 537–552.
Goodman, L.A. (1981), Association models and canonical correlation in the analysis of association in cross-classifications having ordered categories. Journal of the American Statistical Association, vol. 76, pp. 320–334.
Goodman, L.A. (1985), The analysis of cross-classified data having ordered categories and/or unordered categories: Association models, correlation models, and asymmetry models for contingency tables with or without missing entries. The Annals of Statistics, vol. 13, pp. 10–69.
Goodman, L.A. (1991), Measures, models, and graphical displays in the analysis of cross-classified data. Journal of the American Statistical Association, vol. 86(416), pp. 1085–1111.
Hagnell, M. 1991, A multivariate time series analysis of fertility, adult mortality, nuptiality, and real wages in Sweden 1751–1850: a comparison of two different approaches. Journal of Official Statistics 7, pp. 437–455.
Heligman, L. and J.H. Pollard (1980), The age pattern of mortality. Journal of the Institute of Actuaries 107, pp. 49–80.
Holford, T.R., Z. Zhang and L. McKey (1994), Estimating age, period and cohort effects using the multistage model for cancer. Statistics in Medicine 13, pp. 23–41.
Keilman, N.W. (1990), Uncertainty in national population forecasting: issues, backgrounds, analyses, recommendations. NIDI CBGS Publications vol. 20. Amsterdam, Lisse: Swets & Zeitlinger B.V., p. 211.
Keyfitz, N. (1982), Choice of function for mortality analysis: Effective forecasting depends on a minimum parameter representation. Theoretical Population Biology 21, pp. 329–352.
Keyfitz, N. (1991), Experiments in the projection of mortality. Canadian Studies in Population 18(2), pp. 1–17.
Knudsen, C., R. McNown and A. Rogers (1993), Forecasting fertility: An application of time series methods to parameterized model schedules. Social Science Research 22, pp. 1–23.
Kostaki, A. (1992), A nine parameter version of the Heligman-Pollard formula. Mathematical Population Studies 3(4), pp. 277–288.
Lee R. and L. Carter (1992), Modelling and forecasting US mortality. Journal of the American Statistical Association 87, No. 419, Applications and Case Studies.
Lee, R.D., L. Carter and S. Tuljapurkar (1995), Disaggregation in population forecasting: Do we need it? And how to do it simply? Mathematical Population Studies 5(3), pp. 217–234.
Lopez, A. and H. Cruijsen (1991), Mortality in the European Community: Trends and perspectives. International Conference on Long-term population scenarios for the European Community, Luxembourg, 27–29 November.
Lopez, A. and M. Hakama (1986), Approaches to the projection of health status. In: Health projections in Europe: Methods and applications. Copenhagen, WHO, pp. 9–24.
Makeham, W.M. (1860), On the law of mortality. Journal of the Institute of Actuaries 13, pp. 325–358.
Manton, K. 1993, Health forecasting and models of aging. In: K.G. Manton, B.H. Singer, R.M. Suzman (eds.): Forecasting the Health of Elderly Populations, New York: Springer-Verlag.
Manton, K. and E. Stallard (1988), Chronic disease modelling: Measurement and evaluation of the risks of chronic disease processes. London etc: Charles Griffin & Company LTD, Oxford University Press, pp. 279.
Manton, K. and E. Stallard (1984), Recent trends in mortality analysis. Orlando, San Diego, New York, London: Academic Press Inc.
Manton, K., E. Stallard and H.D. Tolley (1991), Limits to human life expectancy: Evidence, prospects, and implications. Population and Development Review 17(4), pp. 603–637.
McCullagh, P. and J.A. Nelder (1989), Generalized linear models. (2nd ed.) London: Chapman Hall.
McNown, R. and A. Rogers (1992), Forecasting cause-specific mortality using time series methods. International Journal of Forecasting 8, pp. 413–431.
McNown, R. and A. Rogers (1989), Forecasting of mortality: A parameterized time series approach. Demography 26, pp. 645–660.
Mesle, F. (1992), The future of mortality rates. In: R. Cliquet (ed.): The future of Europe’s population: A scenario approach. Report for the Council of Europe.
Mode, C.J. and R.C. Busby (1982), An eight-parameter model of human mortality-The single decrement case. Bulletin of Mathematical Biology 44(5), pp. 647–659.
Moolgavkar, S.H., R.G. Stevens and J.A.H. Lee (1979), Effect of age on incidence of breast cancer in females. Journal of the National Cancer Institute 62, pp. 493–501.
Murphy, M. (1990), Methods of forecasting mortality for population projections. In: OPCS Population projections: trends, methods and uses. Occasional Paper 38, London, pp. 87–102.
Olshansky, S.J. (1988), On forecasting mortality. The Milbank Quarterly 66(3), pp. 482–530.
Osmond, C. and M.J. Gardner (1989), Age, period and cohort models. Non-overlapping cohorts don’t resolve the identification problem. American Journal of Epidemiology 129(1), pp. 31–35.
Perks, W. (1932), On some experiments in the graduation of mortality statistics. Journal of the Institute of Actuaries 63, pp. 12–57.
Pollard, J.H. (1987), Projection of age-specific mortality rates. Population Bulletin of the United Nations, No. 21/22, pp. 55–69.
Robertson, C. and P. Boyle (1986), Age, period and cohort models: the use of individual records. Statistics in Medicine 5, pp. 527–538.
Rogers A. and K. Gard (1991), Applications of the Heligman-Pollard model mortality schedule. Population Bulletin of the United Nations, No. 30-1991.
Rogers, A. and F. Planck (1984), Parameterized multistage population projections. Working Paper for presentation at the Annual Meeting of the Population Association of America, Minnesota, May 3–5.
Siller, W. (1979), A competing risk model for animal mortality. Ecology 60, pp. 750–757.
Tabeau, E., F. Willekens and F. van Poppel, (1994), Parameterisation functions in mortality analyses: Selecting the dependent variable and measuring the goodness of fit. Presented at the workshop: Life tables in Europe: Data, methods, and models. Louvain-la-Neuve, Belgium, 21–23 April, 1994.
Thiel, P.N. (1872), On a mathematical formula to express the rate of mortality throughout the whole of life. Journal of Institute of Actuaries 16, pp. 313–329.
Thompson, P., W. Bell, J.F. Long, and R.B. Miller (1989), Multivariate time series projections of parameterized age-specific fertility rates. Journal of the American Statistical Association 84(407), pp. 689–699.
United Nations (1994), World population prospects; The 1994 Revision. United Nations, NewYork.
United Nations (1999), World population prospects; The 1998 Revision. United Nations, New York.
Vaupel, J.W., J.R. Carey, K. Christensen, T.E. Johnson, A.I. Yashin, N.V. Holm, LA. Iachine, V. Kannisto, A.A. Khazaeli, P. Liedo, V.D. Longo, Y. Zeng, K.G. Manton and J.W. Curtsinger (1998), Biodemographic Trajectories of Longevity. Science 280, pp. 855–860.
Vermunt, J.K. (1990), Een model ter bepaling van de cohortcomponent in de sterfte. In: L. Th. van Leeuwen and H.G.J.M. Cruijsen (eds.): Sterfte en gezondheid nu en straks. Dutch Demographic Society, The Hague, pp. 25–44.
Willekens, F.J. (1990), Demographic forecasting; state-of-the-art and research needs. In: C.A. Hazeu and G.A.B. Frinking (eds.): Emerging issues in demographic research. Elsevier Science Publishers B.V., pp. 9–75.
Willekens, F. and N. Baydar (1986), Age-period-cohort models for forecasting fertility. Working Paper No. 45. NIDI, The Hague.
Willekens, F. and S. Scherbov (1991), Age-period-cohort (APC) analysis of mortality with applications to Soviet data. Working Paper WP-91-42, International Institute for Applied System Analysis, Laxenburg.
Wilmoth, J.R. (1997): Age-period-cohort models in demography. In: G. Caselli, J. Vallin and G. Wunsch (eds.): Démographie: analyse et synthèse. Causes et conséquences des évolutions démographiques. Fr Actes du Séminaire de San Miniato (Pise), 17–19 décember 1997 2, pp. 187–203.
Wilmoth, J.R. (1993), Mortality projections among the aged in Japan. Paper presented at the international conference: Health and mortality trends among elderly population: determinants and implications. Sendai City, Japan, June 21–25.
Wilmoth, J.R. (1990), Variation in vital rates by age, period and cohort. In: C.C. Clogg (ed.), Sociological Methodology, Oxford: Basil Blackwell 20, pp. 295–335.
Wilmoth, J.R., J. Vallin and G. Caselli (1990), When does a cohort’s mortality differ from what we might expect? Population 2, pp. 93–126.
Zaba (1979), The four-parameter logit life-table system. Population Studies 33(1), pp. 79–100
Zaba (1993), An alternative procedure for fitting relational model life tables. Presented at the IUSSP General Conference, August 1993.
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2001 Kluwer Academic Publishers
About this chapter
Cite this chapter
Tabeau, E. (2001). A Review of Demographic Forecasting Models for Mortality. In: Tabeau, E., van den Berg Jeths, A., Heathcote, C. (eds) Forecasting Mortality in Developed Countries. European Studies of Population, vol 9. Springer, Dordrecht. https://doi.org/10.1007/0-306-47562-6_1
Download citation
DOI: https://doi.org/10.1007/0-306-47562-6_1
Publisher Name: Springer, Dordrecht
Print ISBN: 978-0-7923-6833-5
Online ISBN: 978-0-306-47562-7
eBook Packages: Springer Book Archive