Mortality in Ireland and Northern Ireland 2000–2021 and the joint modelling of Irish and Northern Irish life tables

Abstract Mortality assumptions for actuarial applications in Ireland and Northern Ireland are typically set by reference to national life tables or industry specific life tables of the Continuous Mortality Investigation of the Institute & Faculty of Actuaries, UK. Recent national life tables for Ireland and Northern Ireland are poor exhibiting unreasonable mortality patterns, volatile mortality rates, terminate at relatively low ages and lack coherence between the regions. This paper investigates mortality trends for Ireland and Northern Ireland for 2000–2019 and presents a method for jointly modelling the mortality of the regions over the period 2017–2019. Mortality at younger ages was modelled using Generalized Additive Models (GAMs) where mortality between the regions was implemented using difference smooths, while a Kannisto model was used to model aggregated regional mortality data at older ages. The resulting life tables provide smooth, coherent, region-specific mortality rates which extend well beyond the age range of the current life tables and provide a more appropriate basis for mortality assumptions for actuarial applications. Finally, excess mortality was used to assess the impact of the Covid-19 pandemic on the mortality of both regions for 2020–2021. Small populations experience relatively high mortality volatility which can impact estimates of excess mortality. Hence, excess mortality was calculated by reference to the jointly modelled 2017–2019 life tables and, also, by reference to projected mortality rates for 2020 and 2021 obtained by fitting a Lee-Carter model to pre-smoothed mortality rates for 2000–2019. Two dimensional GAMs were used to pre-smooth the mortality rates.