**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.