Abstract:

The decennial English Life Tables have been produced after every UK decennial census since 1841. They are based on smooth estimates of central mortality rates. For UK mortality, over the majority of the age range, a generalised additive model (GAM) can provide a smooth function which adheres acceptably well to the crude mortality rates. At the very highest ages, the sparsity of the data mean that the uncertainty about mortality rates is much greater. Our approach integrates a GAM at lower ages with a low-dimensional parametric model at higher ages. Uncertainty about the threshold age, at which the transition to the simpler model occurs, is integrated into the analysis. This base structure can then be extended into a model for the evolution of mortality rates over time, allowing the forecasting of population mortality rates.