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DISCUSSION PAPER PI-0902

Modelling Adult Mortality in Small Populations: The Saint Model

Soren Fiig Jarner and Esben Masotti Kryger

Abstract. The mortality evolution of small populations often exhibits
substantial variability and irregular improvement patterns making it
hard to identify underlying trends and produce plausible projections.
We propose a methodology for robust forecasting based on the existence
of a larger reference population sharing the same long-term trend as the
population of interest. The reference population is used to estimate
the parameters in a frailty model for the underlying intensity surface.
A multivariate time series model describing the deviations of the small
population mortality from the underlying mortality is then tted and
forecasted. Coherent long-term forecasts are ensured by the underlying
frailty model while the size and variability of short- to medium-term
deviations are quantied by the time series model. The frailty model is
particularly well suited to describe the changing improvement patterns
in old age mortality. We apply the method to Danish mortality data
with a pooled international data set as reference population.