Forecasting mortality is still a big challenge for Governments that are interested in reliable projections for defining their economic policy at local and national level. The accuracy of mortality forecasting is considered an important issue for longevity risk management. In the literature, many authors have analyzed the long-run relationship between mortality evolution and socioeconomic variables, such as economic growth, unemployment rate or educational level. This paper investigates the existence of a link between mortality and real gross domestic product per capita (GDPPC) over time in the Italian regions. Empirical evidence shows the presence of a relationship between mortality and the level of real GDPPC (and not its trend). Therefore, we propose a multi-population model including the level of real GDPPC and we compare it with the Boonen–Li model (Boonen and Li in Demography 54:1921–1946, 2017). The validity of the model is tested in the out-of-sample forecasting experiment.

中文翻译：

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亚人口的寿命风险和经济增长：来自意大利的证据

对于希望对在地方和国家层面上确定其经济政策的可靠预测感兴趣的政府而言，预测死亡率仍然是一个巨大的挑战。死亡率预测的准确性被认为是长寿风险管理的重要问题。在文献中，许多作者分析了死亡率演变与社会经济变量（例如经济增长，失业率或教育水平）之间的长期关系。本文调查了意大利地区一段时间内死亡率与人均实际国内生产总值（GDPPC）之间存在联系的情况。经验证据表明，死亡率与实际GDPPC水平之间存在某种关系（而不是趋势）。所以，我们提出了一个包含实际GDPPC水平的多人口模型，并将其与Boonen-Li模型进行比较（Boonen和Li在人口统计学54：1921-1946中，2017）。模型的有效性在样本外预测实验中进行了测试。