Research Programme


Modelling and forecasting UK mortality

Peter W.F. SmithJon Forster, Erengul DoddJakub Bijak

Project summary

In the first part of this project we aim to produce the latest official decennial life table, ELT17, for the Office for National Statistics (ONS). This life table is based on the mortality experience of the England and Wales population during the years 2010, 2011 and 2012. We develop a methodology for smoothing UK mortality data incorporating uncertainty into the old-age mortality estimates. 

The second part of the project involves a review of the current practice of setting the mortality assumptions in the UK National Population Projections carried out at the ONS.  In this review we answer several methodological questions, including how to extrapolate mortality rates to the oldest ages, reduce the subjective assessment and correction, and project the future mortality improvement rates in the UK. Besides reviewing the ONS methodology and offering practical recommendations, we propose a comprehensive, coherent and flexible mortality projection method, which preserves the advantages of their current approach, and eliminates some of its limitations.

Project activities
 

Date Activity Description
7-9 September 2016 Presentation at the International Mortality and Longevity Symposium held at Royal Holloway, London. The paper "Stochastic Mortality Forecasting with Smoothing and Overdispersion" was presented by Jon Forster at the event.
5-8 September 2016 Presentation at the 3rd European Actuarial Journal (EAJ) Conference in Lyon, France. The paper "Stochastic Modelling of UK Mortality Improvement Allowing for Overdispersion" was presented by Erengul Dodd at the event.
20 May 2016 Seminar presentation as part of the Centre for Research in Statistical Methodology Seminar Series held at the University of Warwick. Jon Forster presented the paper "Model integration for mortality estimation and forecasting."
18-20 April 2016 Presentations at the Conference of European Statisticians: Joint Eurostat/UNECE Work Session on Demographic Projections. The paper "A Comprehensive Framework for Mortality Forecasting" was presented by Jon Forster.
21 January 2016 ONS Mortality Seminar presented at the Office for National Statistics. The paper "Implementing a model-based approach to estimating mortality rates: description of results from Phase 1 of the Mortality Review" was presented by Jon Forster.
7 September 2015 Presentation at the Society of Actuaries 50th Actuarial Research Conference in Toronto. The paper "Smoothing mortality data by Bayesian model averaging: Producing the English Life Table" was presented by Jon Forster.
5 August 2015 Presentation at the University of Amsterdam The paper "Practical Bayesian model averaging: Producing the English Life Table" was presented by Jon Forster.

 


 

 

 

Publications

Bijak, J., Dodd, E., Forster, J.J. and Smith, P.W.F. (2015) English Life Tables No. 17 Methodology. New methodology explaining the graduation method for the ONS English Life Tables, No. 17 2010-2012, August 2015.

 

Media activities

You can browse all CPC media outputs and population-related articles from CPC members on our Scoop.it! page.