Mortality projection based on the Wang transform

Piet de Jong*, Claymore Marshall

*Corresponding author for this work

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

A new method for analysing and projecting mortality is proposed and examined. The method takes observed time series of survival probabilities, finds the corresponding z-scores in the standard normal distribution and forecasts the z-scores. The z-scores appear to follow a common simple linear progression in time and hence forecasting is straightforward. Analysis on the z-score scale offers useful insights into the way mortality evolves over time. The method and extensions are applied to Australian female mortality data to derive projections to the year 2100 in both survival probabilities and expectations of life.

Original languageEnglish
Pages (from-to)149-161
Number of pages13
JournalASTIN Bulletin
Volume37
Issue number1
DOIs
Publication statusPublished - May 2007

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