Examining the oldest-old mortality in the U.S.: A forecast reconciliation approach

Han Li

Examining the oldest-old mortality in the U.S. A forecast reconciliation approach

Han Li

Department of Actuarial Studies and Business Analytics

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution

Abstract

Understanding the heterogeneity in regional-level mortality experience is of fundamental importance. This paper analyzes the state-level mortality rates for 50 U.S. states as well as the District of Columbia at age 80 and above via a novel forecast reconciliation approach. Based on mortality data from 1990–2017, we project the 10-year-ahead mortality rates at national and state levels up to 2027. We find that the geographical heterogeneity in the old-age mortality experience is likely to continue and the mortality improvement rates will to slow in the next decade.

Original language	English
Title of host publication	2020 Living to 100 Symposium Essays
Place of Publication	Lake Buena Vista
Publisher	Society of Actuaries
Number of pages	14
Publication status	Published - Apr 2020
Event	2020 Living to 100 Symposium - Lake Buena Vista, United States Duration: 13 Jan 2020 → 15 Jan 2020

Conference

Conference	2020 Living to 100 Symposium
Country/Territory	United States
City	Lake Buena Vista
Period	13/01/20 → 15/01/20

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https://www.soa.org/globalassets/assets/files/resources/essays-monographs/2020-living-to-100/lt100-04-01-li.pdf

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@inproceedings{b846c736d32847ea848729c7d068fdd5,

title = "Examining the oldest-old mortality in the U.S.: A forecast reconciliation approach",

abstract = "Understanding the heterogeneity in regional-level mortality experience is of fundamental importance. This paper analyzes the state-level mortality rates for 50 U.S. states as well as the District of Columbia at age 80 and above via a novel forecast reconciliation approach. Based on mortality data from 1990–2017, we project the 10-year-ahead mortality rates at national and state levels up to 2027. We find that the geographical heterogeneity in the old-age mortality experience is likely to continue and the mortality improvement rates will to slow in the next decade.",

author = "Han Li",

year = "2020",

month = apr,

language = "English",

booktitle = "2020 Living to 100 Symposium Essays",

publisher = "Society of Actuaries",

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N2 - Understanding the heterogeneity in regional-level mortality experience is of fundamental importance. This paper analyzes the state-level mortality rates for 50 U.S. states as well as the District of Columbia at age 80 and above via a novel forecast reconciliation approach. Based on mortality data from 1990–2017, we project the 10-year-ahead mortality rates at national and state levels up to 2027. We find that the geographical heterogeneity in the old-age mortality experience is likely to continue and the mortality improvement rates will to slow in the next decade.

AB - Understanding the heterogeneity in regional-level mortality experience is of fundamental importance. This paper analyzes the state-level mortality rates for 50 U.S. states as well as the District of Columbia at age 80 and above via a novel forecast reconciliation approach. Based on mortality data from 1990–2017, we project the 10-year-ahead mortality rates at national and state levels up to 2027. We find that the geographical heterogeneity in the old-age mortality experience is likely to continue and the mortality improvement rates will to slow in the next decade.

M3 - Conference proceeding contribution

BT - 2020 Living to 100 Symposium Essays

PB - Society of Actuaries

CY - Lake Buena Vista

Y2 - 13 January 2020 through 15 January 2020

ER -

Examining the oldest-old mortality in the U.S. A forecast reconciliation approach

Abstract

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