Centro de Documentacion de Fundación MAPFRE - Backcasting Mortality in England and Wales, 16001840

MAP20220008563

Backcasting Mortality in England and Wales, 16001840 / Di Wang, Wai-Sum Chan

Sumario: There have been significant developments in using extrapolative stochastic models for mortality forecasting (forward projection) in the literature. However, little attention has been devoted to mortality backcasting (backward projection). This article proposes a simple mortality backcasting framework that can be used in practice. Research and analysis of English demography in the 17th and 18th centuries have suffered from a lack of mortality data. We attempt to alleviate this problem by developing a technique that runs backward in time and produces estimates of mortality data before the time at which such data became available. After confirming the time reversibility of the mortality data, we compare the backcasting performance of some commonly used stochastic mortality models for the England and Wales data. The original LeeCarter model is selected for backcasting purpose of this dataset. Finally, we examine the longevity of British artists between the 17th and the 20th centuries using the backcasted population mortality as benchmarks. The results show that artists living in Britain from 1600 to the mid 1800s had life expectancies similar to those of the general population, with a marked increase in longevity after the Industrial Revolution.

En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 07/03/2022 Tomo 26 Número 1 - 2022 , p. 102-122

1. Mortalidad . 2. Modelo estocástico . 3. Modelo Lee-Carter . 4. Esperanza de vida . 5. Inglaterra . 6. Gales . I. Chan, Wai-Sum . II. Title.