On the Projection of Mortality Rates to Extreme Old Age

Pensions Institute Discussion Paper, PI-1909, December 2019

10 Pages Posted: 16 Mar 2020

See all articles by Kevin Dowd

Kevin Dowd

Durham Business School

David P. Blake

City, University of London

Date Written: December 13, 2019

Abstract

This article shows how cohort mortality rate projections of mortality models that involve age effects can be improved and extended to extreme old ages.

Keywords: mortality rates, Cairns-Blake-Dowd mortality model, CBDX mortality model, Lee-Carter mortality model, projection, extreme old age

JEL Classification: G220, G230, J110

Suggested Citation

Dowd, Kevin and Blake, David P., On the Projection of Mortality Rates to Extreme Old Age (December 13, 2019). Pensions Institute Discussion Paper, PI-1909, December 2019, Available at SSRN: https://ssrn.com/abstract=3552235 or http://dx.doi.org/10.2139/ssrn.3552235

Kevin Dowd

Durham Business School ( email )

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Durham, Durham DH1 3LB
United Kingdom

David P. Blake (Contact Author)

City, University of London ( email )

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London, EC1Y 8TZX
Great Britain
+44 (0) 20-7040-8600 (Phone)
+44 (0) 20-7040-8881 (Fax)

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