Relational Monotone Spline Method in Extending Life Tables into the Open Age Interval

Dalkhat M. Ediev, North-Caucasian Academy / Lomonosov Moscow State University / International Institute for Applied Systems Analysis

The extension of mortality and life tables at older ages is an important methodological and practical issue. Previously, I have shown that the classical method of unconstrained extrapolation of death rates - using a proper parametric mortality model - is outperformed by a technically simpler but more accurate constrained extrapolation, where the death rates in the open age interval are constrained to the presumed remaining life expectancy at the start of that interval. Here, I propose to combine the idea of constrained extrapolation with a non-parametric method originally designed to interpolate rather than extrapolate demographic data in cases where there are truncated original data and a relevant age-detailed standard that can be used to guide the interpolated profile. The method appears to be practical and offers the possibility of combining the accuracy and simplicity of the constrained extrapolation method with the ability to take into account non-standard age patterns of mortality in old age that are not captured by the parametric mortality models but are well represented by the standard mortality profile.

Keywords: Mortality and Longevity, Mathematical demography , Qualitative data/methods/approaches, Small area estimation

See extended abstract.