In recent decades, there have been decreasing mortality improvements at younger ages but increasing mortality improvements at older ages in many countries. We propose a modified Lee-Carter method to allow for these structural changes, in which the entire data period is divided into more homogeneous subperiods and a unique set of age-specific parameters is incorporated for each subperiod. We consider a number of methods to project these age patterns into the future. Our results show that the new method can reasonably capture the underlying movements in the age patterns over time and can potentially improve the forecast accuracy of death rates and life expectancies. It is interesting to observe that the highest age sensitivity has been moving gradually to older ages and it is important to take this trend into account in mortality forecasting.

中文翻译：

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将死亡率改进中的结构变化纳入死亡率预测

近几十年来，在许多国家，年轻时死亡率的改善一直在下降，但老年时的死亡率改善却在增加。我们提出了一种改进的 Lee-Carter 方法以允许这些结构变化，其中整个数据周期被划分为更均匀的子周期，并且每个子周期都包含一组独特的特定于年龄的参数。我们考虑了多种方法来将这些年龄模式投射到未来。我们的结果表明，新方法可以合理地捕捉年龄模式随时间的潜在变化，并有可能提高死亡率和预期寿命的预测准确性。有趣的是观察到最高年龄敏感性逐渐向老年人移动，在死亡率预测中考虑这一趋势很重要。