Forecasting cause-of-death mortality with single- and multi-population models in Hungary

The aim of this study is to analyze and forecast cause-specific mortality Lee–Carter model family. The stochastic mortality models were fitted to time series from1970to 2021 by sex, main cause of death and age 60 and over. We fitted single and multi-population models that differed in their assumptions about the distribution of deaths, the number of mortality indices describing the trend in mortality change, and the age-varying coefficient(s). The use of the dynamic time-warping algorithm to cluster the period effects of the single-population models and to build multi-population models on this basis is a new approach. The clustering of mortality indices by cause of death appeared to be different for men and women, reflecting the different lifestyles of the sexes. For each model and each main cause of death, we made a projection by sex up to 2050. The reduced Plat model with three mortality indices was found to be the best predictive model, and its multi-population version also performed well for some causes of death.

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Publication Details

Journal
Scandinavian Actuarial Journal
Published
2025-03-26
DOI
https://doi.org/10.1080/03461238.2025.2480846
Citations
1
Primary Topic
Insurance, Mortality, Demography, Risk Management
Type
article
Field-Weighted Citation Impact
5.59

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article

Forecasting cause-of-death mortality with single- and multi-population models in Hungary

Lívia Varga
1 citations
Scandinavian Actuarial Journal
Insurance, Mortality, Demography, Risk Management
5.59
article

Forecasting cause-of-death mortality with single- and multi-population models in Hungary

Lívia Varga
article en
1 citations

Abstract

The aim of this study is to analyze and forecast cause-specific mortality Lee–Carter model family. The stochastic mortality models were fitted to time series from1970to 2021 by sex, main cause of death and age 60 and over. We fitted single and multi-population models that differed in their assumptions about the distribution of deaths, the number of mortality indices describing the trend in mortality change, and the age-varying coefficient(s). The use of the dynamic time-warping algorithm to cluster the period effects of the single-population models and to build multi-population models on this basis is a new approach. The clustering of mortality indices by cause of death appeared to be different for men and women, reflecting the different lifestyles of the sexes. For each model and each main cause of death, we made a projection by sex up to 2050. The reduced Plat model with three mortality indices was found to be the best predictive model, and its multi-population version also performed well for some causes of death.

Scandinavian Actuarial JournalVol. 2025(9)
Hungarian Central Statistical Office (HU), Corvinus University of Budapest (HU)
Academy of Nutrition and Dietetics, Nemzeti Kutatási, Fejlesztési és Innovaciós Alap
Good health and well-being
Openalex Percentile: Top 8%
Insurance, Mortality, Demography, Risk Management
5.59
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