Event Paper: oherent mortality forecasting: the weighted multilevel functional principal component approach

Ruhao Wu Department of Mathematics University of Leicester 

September 2016

• Traditional independent mortality forecasting methods (Lee-Miller model, FDA model) tend to result in divergent forecasts for subpopulations 

• Under closely related social, economic and biological backgrounds, mortality patterns of subpopulations within one large population are expected to be non-divergent in long run

 • Desirable to model their mortality rates simultaneously while taking into account the heterogeneity among them