Extrapolating mortality projections by age

Reliable mortality data tends to stop well below the ages needed by actuaries. Projecting in age consistently with projecting forward in time is a complex process. An extension based on two-dimensional B-splines can achieve a robust projection - as can a far-reaching generalisation of the classic Cairns Blake-Dowd model. But not all models are amenable.

 

Extrapolating mortality projections by age

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