Neighbouring prediction for mortality

• Main Authors: Wang, Chou-Wen, Zhang, Jinggong, Zhu, Wenjun
• Other Authors: Nanyang Business School
• Format: Article
• Language: English
• Published: 2022
• Subjects: Business::General; Mortality Forecasting; Neighbourhood Effect
• Online Access: https://hdl.handle.net/10356/155461
• Institution: Nanyang Technological University

We propose a new neighbouring prediction model for mortality forecasting. For each mortality rate at age x in year t, mx,t, we construct an image of neighbourhood mortality data around mx,t, that is, Ꜫmx,t (x1, x2, s), which includes mortality information for ages in [x-x1, x+x2], lagging k years (1...