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Forecasting cause-of-death mortality with single- and multi-population models in Hungary

Varga, Lívia (2025) Forecasting cause-of-death mortality with single- and multi-population models in Hungary. Scandinavian Actuarial Journal . DOI 10.1080/03461238.2025.2480846

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Official URL: https://doi.org/10.1080/03461238.2025.2480846


Abstract

The aim of this study is to analyze and forecast cause-specific mortality – Cartermodel family. The stochastic mortality models were from 1970 to 2021 by sex, main cause of death and age 60 and over.We fitted single and multi-population models that differed in their assumptions about the distribution of deaths, the number of mortality describing the trend in mortality change, and the age-varying coefficient(s). The use of the the dynamic time warping algorithm to cluster the single-population models and to build multi-population models on this approach. The clustering of mortality indices by cause of death appeared to be different for men and women, reflecting the different lifestyles of the sexes. For each model and each main cause of death, we made a projection by sex up to 2050. The reduced Plat model with three mortality indices was found to be the best predictive model, and its multi-population version also performed well for some causes of death.

Item Type:Article
Uncontrolled Keywords:Cause-of-death mortality; single- and multi-population models; common trends; modeling jointly; forecasting mortality
Divisions:Institute of Data Analytics and Information Systems
Subjects:Social welfare, insurance, health care
DOI:10.1080/03461238.2025.2480846
ID Code:11046
Deposited By: MTMT SWORD
Deposited On:31 Mar 2025 09:17
Last Modified:31 Mar 2025 09:17

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