×

The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. (English) Zbl 1505.91326

Summary: Mortality rates have been falling or ‘improving’ in many demographically developed countries since the 1950s. However, there has been a slowdown since 2010 in the speed of improvement and this phenomenon has been particularly marked at ages over 50. To understand better this mortality slowdown, we have analysed long-run mortality trends of a group of developed countries using data up to 2017 from the Human Mortality Database. Specifically, we have used statistical models to parametrise the historical mortality trends of 21 countries between 1965 and 2010 and then forecast trends beyond 2011. We find that many countries have experienced lower mortality improvement rates in 2011–2017 than in the previous decade and also experienced lower improvement rates in 2011–2017 than would have been forecast based on the models fitted to data prior to 2011. Some of the Scandinavian populations have bucked the stalling mortality improvement trend, experiencing higher mortality improvement rates than the forecasts. We conclude that part of the slowdown in mortality improvement rates of the over 1950s since 2011 would have been expected from historical trends in many countries, especially among men. However, there has been a notable slowdown since 2011, compared with the model forecasts, in many countries especially among women. A few countries had higher mortality improvement rates than forecast. A better understanding of the drivers behind these complex trends would help decision makers in insurance companies and pension funds and also inform public policy.

MSC:

91G05 Actuarial mathematics
91D20 Mathematical geography and demography
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] Bakah, M.; Rapahel, D., New hypotheses regarding the Danish health puzzle, Scand J Public Health, 45, 8, 700-808 (2017) · doi:10.1177/1403494817698889
[2] Bohk-Ewald, C.; Rau, R., Probabilistic mortality forecasting with varying age-specific survival improvements, Genus J Popul Sci, 73, 1-37 (2017)
[3] Cairns, AJG; Blake, D.; Dowd, K., A two-factor model for stochastic mortality with parameter uncertainty: theory and calibration, J Risk Insur, 73, 687-718 (2006) · doi:10.1111/j.1539-6975.2006.00195.x
[4] Cairns, AJG; Blake, D.; Dowd, K.; Coughlan, GD; Epstein, D.; Ong, A.; Balevich, I., A quantitative comparison of stochastic mortality models using data from England and Wales and the United States, North Am Actuar J, 13, 1-35 (2009) · Zbl 1484.91376 · doi:10.1080/10920277.2009.10597538
[5] Camarda CG (2012) MortalitySmooth: an R package for smoothing poisson counts with P-splines. J Stat Softw 50
[6] Case, A.; Deaton, A., Rising morbidity and mortality in midlife among white non-Hispanic Americans in the 21st century, Proc Natl Acad Sci USA, 112, 15078-83 (2015) · doi:10.1073/pnas.1518393112
[7] ClubVita and Pensions and Lifetime Savings Association (2017) Longevity trends. http://www.clubvita.co.uk/assets/images/general/170623_16_PLSA-Longevity-model.pdf
[8] Continuous Mortality Investigation (2005) Projecting future mortality: towards a proposal for a stochastic methodology. Continuous Mortality Investigation, Working paper 15, Institute and Faculty of Actuaries
[9] Continuous Mortality Investigation (2017) CMI Mortality Projections Model: CMI_2016. Continuous Mortality Investigation, Working paper 97, Institute and Faculty of Actuaries
[10] Crawford, R.; Stoye, G.; Zaranko, B., Long-term care spending and hospital use among the older population in England, J Health Econ, 78, 102477 (2021) · doi:10.1016/j.jhealeco.2021.102477
[11] Currie, ID; Durban, M.; Eilers, PHC, Smoothing and forecasting mortality rates, Stat Model, 4, 279-98 (2004) · Zbl 1061.62171 · doi:10.1191/1471082X04st080oa
[12] Currie ID (2006) Smoothing and forecasting mortality rates with P-splines. Paper given at the Institute of Actuaries, June 2006. http://www.ma.hw.ac.uk/iain/research/talks.html
[13] Currie, ID, On fitting generalized linear and non-linear models of mortality, Scand Actuar J, 4, 356-383 (2016) · Zbl 1401.91123 · doi:10.1080/03461238.2014.928230
[14] Debon, A.; Chaves, L.; Haberman, S.; Villa, F., Characterization of between-group inequality of longevity in European Union countries, Insur Math Econ, 75, 151-165 (2017) · Zbl 1394.62140 · doi:10.1016/j.insmatheco.2017.05.005
[15] Delwarde, A.; Denuit, M.; Eilers, PHC, Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: a penalised likelihood approach, Stat Model, 7, 29-48 (2006) · Zbl 07257671 · doi:10.1177/1471082X0600700103
[16] Djeundje, VAB; Currie, ID, Smoothing dispersed counts with applications to mortality data, Ann Actuar Sci, 5, 33-52 (2010) · doi:10.1017/S1748499510000047
[17] Djeundje, On the integration of deterministic opinions into mortality smoothing and forecasting, Ann Actuar Sci (2022) · doi:10.1017/S1748499521000282
[18] EU MOMO (2015) Excess mortality in Europe in the winter season 2014/15, in particular amongst the elderly. Winter Season Summary 2015. http://www.euromomo.eu/methods/publications.html
[19] Fordham R, Roland M (2017) Expert reaction to paper on health and social care spending and excess deaths in England. http://www.sciencemediacentre.org/expert-reaction-to-paper-on-health-and-social-care-spending-and-excess-deaths-in-england/
[20] Grigoriev, P.; Pechholdova, M., Health convergence between East and West Germany as reflected in long-term cause specific mortality trends: to what extent was it due to reunification?, Eur J Popul, 33, 701-731 (2017) · doi:10.1007/s10680-017-9455-z
[21] Haberman, S.; Renshaw, A., A comparative study of parametric mortality projection models, Insur Math Econ, 48, 35-55 (2011) · doi:10.1016/j.insmatheco.2010.09.003
[22] Haberman, S.; Renshaw, A., Parametric mortality improvement rate modelling and projecting, Insur Math Econ, 50, 309-333 (2012) · Zbl 1237.91129 · doi:10.1016/j.insmatheco.2011.11.005
[23] Haberman, S.; Renshaw, A., Modelling and projecting mortality improvement rates using a cohort perspective, Insur Math Econ, 53, 150-168 (2013) · Zbl 1284.91236 · doi:10.1016/j.insmatheco.2013.04.006
[24] Hatzopoulos, P.; Haberman, S., Common mortality modelling and coherent forecasts. An empirical analysis of worldwide mortality data, Insur Math Econ, 52, 320-37 (2013) · Zbl 1284.91238 · doi:10.1016/j.insmatheco.2012.12.009
[25] Hiam, L.; Dorling, D.; Harrison, D.; McKee, M., What caused the spike in mortality in England and Wales in January 2015?, J R Soc Med, 110, 131-137 (2017) · doi:10.1177/0141076817693600
[26] Hiam, L.; Dorling, D.; Harrison, D.; McKee, M., Why has mortality in England and Wales been increasing? An iterative demographic analysis, J R Soc Med, 110, 153-162 (2017) · doi:10.1177/0141076817693599
[27] Hilton, J.; Dodd, E.; Forster, J.; Smith, P., Projecting UK mortality by using Bayesian generalized additive models, J R Stat Soc Ser C, 68, 1, 29-49 (2016) · doi:10.1111/rssc.12299
[28] Hinne, M.; Gronau, QF; van den Bergh, D.; Wagenmakers, E-J, A conceptual introduction to Bayesian model averaging, Adv Methods Pract Psychol Sci, 3, 2, 200-215 (2020) · doi:10.1177/2515245919898657
[29] Ho, JY; Hendi, AS, Recent trends in life expectancy across high income countries: retrospective observational study, BMJ, 362, k2562 (2018) · doi:10.1136/bmj.k2562
[30] Horder, H.; Skoog, I.; Johansson, L.; Falk, H.; Frandin, K., Secular trends in frailty: a comparative study of 75 year olds born in 1911-12 and 1930, Age Ageing, 44, 817-22 (2015) · doi:10.1093/ageing/afv084
[31] Human Mortality Database. University of California, Berkeley (USA) and Max Planck Institute for Demographic Research (Germany). www.mortality.org or www.humanmortality.de. (Data downloaded in January 2021)
[32] Hunt, A.; Villegas, A., Robustness and convergence in the Lee-Carter model with cohort effect, Insur Math Econ, 64, 186-202 (2015) · Zbl 1348.62241 · doi:10.1016/j.insmatheco.2015.05.004
[33] Hyndman RJ, Booth H, Tickle L, Maindonald J (2014) Demography: forecasting mortality, fertility, migration and population data. R package. https://CRAN.R-project.org/package=demography
[34] Jacobsen, R.; Von Euler, M.; Osler, M.; Lynge, E.; Keiding, N., Women’s death in Scandinavia: what makes Denmark different?, Eur J Epidemiol, 19, 2, 117-121 (2004) · doi:10.1023/B:EJEP.0000017834.35943.bd
[35] Kallestrup-Lamb M, Kjaergaard S, Rosenskjold C (2020) Insight into stagnating life expectancy: analysing cause of death patterns across socio-economic groups. Pensions Institute Discussion Paper PI-2001. Cass Business School, University of London
[36] Kleinow T, Cairns A, Wen J (2019) Deprivation and life expectancy in the UK. The Actuary. http://theactuary.com/features/2019/04/deprivation-and-life-expectancy-in-the-uk/
[37] Lee, RD; Carter, LR, Modeling and forecasting U.S. mortality, J Am Stat Assoc, 87, 659-75 (1992) · Zbl 1351.62186
[38] Leon, DA; Jdanov, DA; Shkolnikov, VM, Trends in life expectancy and age-specific mortality in England and Wales, 1970-2016, in comparison with a set of 22 high-income countries: an analysis of vital statistics data, Lancet Public Health, 4, e575-e582 (2019) · doi:10.1016/S2468-2667(19)30177-X
[39] Lindahl-Jacobsen, R.; Rau, R.; Jeune, B.; Canudas-Romo, V.; Lenart, A.; Christensen, K.; Vaupel, JW, Rise, stagnation and rise of Danish women’s life expectancy, Proc Natl Acad Sci, 113, 4015-20 (2016) · doi:10.1073/pnas.1602783113
[40] Longevity Science Panel (2018) Life expectancy: is the socio-economic gap narrowing? http://www.longevitypanel.co.uk/_files/LSP_Report.pdf
[41] Luchinskaya D, Simpson P, Stoye G (2017) UK health and social care spending. Institute for Fiscal Studies. http://www.ifs.org.uk/publications/8879
[42] Matthews, F.; Arthur, A.; Barnes, L.; Bond, J.; Jagger, C.; Robsinson, L.; Brayne, C., A two-decade comparison of prevalence in dementia in individuals aged 65 years and older from three geographical areas of England: results of the Cognitive Function and Ageing Study I and II, Lancet, 382, 1405-1412 (2013) · doi:10.1016/S0140-6736(13)61570-6
[43] Mitchell, D.; Brockett, P.; Mendoza-Arriaga, R.; Muthuraman, K., Modelling and forecasting mortality rates, Insur Math Econ, 52, 275-285 (2013) · Zbl 1284.91259 · doi:10.1016/j.insmatheco.2013.01.002
[44] Mølbak K, Espenhain L, Nielsen J, Tersago K, Bossuyt N, Denissov G, Baburin A, Virtanen M, Fouillet A, Sideroglou T, Gkolfinopoulou K, Paldy A, Bobvos J, van Asten L, de Lange M, Nunes B, da Silva S, Larrauri A, Gómez IL, Tsoumanis A, Junker C, Green H, Pebody R, McMenamin J, Reynolds A, Mazick A (2015) Excess mortality among the elderly in European countries. Euro Surveill 20
[45] Murphy M (2019) The data behind mortality trends: explaining the recent improvement in mortality in England. https://blogs.lse.ac.uk/politicsandpolicy/explaining-the-recent-improvement-in-mortality-in-england/
[46] Office for National Statistics (2018) Changing trends in mortality: an international comparison: 2000 to 2016
[47] Palin J (2017) Mortality improvements in decline. The Actuary. www.theactuary.com/features/2017/08/mortality-improvements-in-decline/
[48] Plat, R., On stochastic mortality modeling, Insur Math Econ, 45, 393-404 (2009) · Zbl 1231.91227 · doi:10.1016/j.insmatheco.2009.08.006
[49] Public Health England (2018) A review of recent trends in mortality in England. http://www.gov.uk/phe
[50] Raleigh V (2019) Trends in life expectancy in EU and other OECD countries: why are improvements slowing? OECD Health Working Papers, No. 108. OECD Publishing, Paris. doi:10.1787/223159ab-en
[51] Renshaw, AE; Haberman, S., A cohort-based extension to the Lee-Carter model for mortality reduction factors, Insur Math Econ, 38, 556-70 (2006) · Zbl 1168.91418 · doi:10.1016/j.insmatheco.2005.12.001
[52] Renshaw, AE; Haberman, S., Modelling and forecasting mortality improvement rates with random effects, Eur Actuar J, 11, 381-412 (2021) · Zbl 1482.91186 · doi:10.1007/s13385-021-00274-1
[53] Richards, SJ; Currie, ID; Kleinow, T.; Ritchie, GP, A stochastic implementation of the APCI model for mortality projections, Br Actuar J (2019) · doi:10.1017/S1357321718000260
[54] Samuels, JD; Sekkel, RM, Model confidence sets and forecast combination, Int J Forecast, 33, 1, 48-60 (2017) · doi:10.1016/j.ijforecast.2016.07.004
[55] Schnurch, S.; Kleinow, T.; Korn, R., Clustering-based extensions of the common age effect multi-population mortality model, Risks, 9, 3, 45 (2021) · doi:10.3390/risks9030045
[56] Shang, HL, Point and interval forecasts of age-specific life expectancies: a model averaging approach, Demogr Res, 27, 593-644 (2012) · doi:10.4054/DemRes.2012.27.21
[57] Shang, HL; Haberman, S., Model confidence sets and forecast combination: an application to age-specific mortality, Genus J Popul Sci, 74, 19 (2018) · doi:10.1186/s41118-018-0043-9
[58] Statistics Netherlands (2019) Wider life expectancy gap between high and low educated. https://www.cbs.nl/en-gb/news/2019/33/wider-life-expectancy-gap-between-high-and-low-educated
[59] Stoeldraijer, L.; Van Duin, C.; Wissen, L.; Janssen, F., Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: the case of the Netherlands, Demogr Res, 29, 323-354 (2013) · doi:10.4054/DemRes.2013.29.13
[60] Turner H, Firth D (2012) Generalized nonlinear models in R: an overview of the gnm package. http://CRAN.R-project.org/package=gnm
[61] Villegas AM, Kaishev VK, Millossovich P (2018) StMoMo: an R Package for stochastic mortality modeling. J Stat Soft 84
[62] Wenau, G.; Grigoriev, P.; Shkolnikov, V., Socioeconomic disparities in life expectancy gains among retired German men, 1997-2016, J Epidemiol Community Health, 73, 605-611 (2019) · doi:10.1136/jech-2018-211742
[63] World Health Organization (2020) WHO Director General’s opening remarks at the media briefing on COVID-19. https://www.who.int/director-general/speeches/detail/who-director-general-s-opening-remarks-at-the-media-briefing-on-covid-19-11-march-2020
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.