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Identifiability in age/period mortality models
Annals of Actuarial Science ( IF 1.5 ) Pub Date : 2020-06-02 , DOI: 10.1017/s1748499520000111
Andrew Hunt , David Blake

As the field of modelling mortality has grown in recent years, the number and importance of identifiability issues within mortality models has grown in parallel. This has led both to robustness problems and to difficulties in making projections of future mortality rates. In this paper, we present a comprehensive analysis of the identifiability issues in age/period mortality models in order to first understand them better and then to resolve them. To achieve this, we discuss how these identification issues arise, how to choose identification schemes which aid our demographic interpretation of the models and how to project the models so that our forecasts of the future do not depend upon the arbitrary choices used to identify the historical parameters estimated from historical data.

中文翻译:

年龄/期间死亡率模型中的可识别性

近年来,随着死亡率建模领域的发展,死亡率模型中可识别性问题的数量和重要性也同步增长。这既导致了稳健性问题,也导致了预测未来死亡率的困难。在本文中,我们对年龄/期间死亡率模型中的可识别性问题进行了全面分析,以便首先更好地理解它们,然后解决它们。为了实现这一点,我们讨论了这些识别问题是如何出现的,如何选择有助于我们对模型进行人口统计解释的识别方案以及如何投影模型,以便我们对未来的预测不依赖于用于识别历史的任意选择从历史数据估计的参数。
更新日期:2020-06-02
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