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Mortality and Life Expectancy Forecasting for a Group of Populations in Developed Countries: A Robust Multilevel Functional Data Method

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Book cover Recent Advances in Robust Statistics: Theory and Applications

Abstract

A robust multilevel functional data method is proposed to forecast age-specific mortality rate and life expectancy for two or more populations in developed countries with high-quality vital registration systems. It uses a robust multilevel functional principal component analysis of aggregate and population-specific data to extract the common trend and population-specific residual trend among populations. This method is applied to age- and sex-specific mortality rate and life expectancy for the United Kingdom from 1922 to 2011, and its forecast accuracy is then further compared with standard multilevel functional data method. For forecasting both age-specific mortality and life expectancy, the robust multilevel functional data method produces more accurate point and interval forecasts than the standard multilevel functional data method in the presence of outliers.

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Acknowledgments

The author is grateful for the invitation by Professor Graciela Boente to participate the ICORS2015 conference. The author thanks comments and suggestions received from the participants of the ICORS2015 conference, and the participants of the Bayesian methods for population estimation workshop held at the Australian Bureau of Statistics in May, 2015.

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Authors and Affiliations

  1. Research School of Finance, Actuarial Studies and Statistics, Australian National University, Canberra, Australia

    Han Lin Shang

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  1. Han Lin Shang
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Correspondence to Han Lin Shang .

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Editors and Affiliations

  1. Department of Mathematics, University of Trento, Trento, Italy

    Claudio Agostinelli

  2. Interdisciplinary Statistical Research Unit, Indian Statistical Institute, Kolkata, India

    Ayanendranath Basu

  3. Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria

    Peter Filzmoser

  4. Sampling and Official Statistics Unit, Indian Statistical Institute, Kolkata, India

    Diganta Mukherjee

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Shang, H.L. (2016). Mortality and Life Expectancy Forecasting for a Group of Populations in Developed Countries: A Robust Multilevel Functional Data Method. In: Agostinelli, C., Basu, A., Filzmoser, P., Mukherjee, D. (eds) Recent Advances in Robust Statistics: Theory and Applications. Springer, New Delhi. https://doi.org/10.1007/978-81-322-3643-6_9

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