Anonymous2019
New member
- Joined
- Sep 13, 2019
- Messages
- 3
Lately I have been studying forecasting mortality rates.
The following method is used for alpha and beta:
αx = ∑ [(1/t) – avg (1/t)] * ln ln {K*qx(t)/[1 – qx(t)]}
∑ [(1/t) – avg (1/t)]²
βx = ln ln {K * qx(2015)/[1 – qx(2015)]} – αx / 2015
and K = 10^6
I have attached a file, where I tried to simulate these numbers.
on sheat 1: my simulation for betas corresponding the above formula
on sheat 2: the mortality rates of the past on which the alpha and betas are based.
If anyone can help me simulating alpha.
For beta I already simulated (see sheat 1) and for the first three years, the calculated beta correspond with the beta. After the third year, it doesn't. Maybe there is a kind of smoothing formula which I couldn't find.
The following method is used for alpha and beta:
αx = ∑ [(1/t) – avg (1/t)] * ln ln {K*qx(t)/[1 – qx(t)]}
∑ [(1/t) – avg (1/t)]²
βx = ln ln {K * qx(2015)/[1 – qx(2015)]} – αx / 2015
and K = 10^6
I have attached a file, where I tried to simulate these numbers.
on sheat 1: my simulation for betas corresponding the above formula
on sheat 2: the mortality rates of the past on which the alpha and betas are based.
If anyone can help me simulating alpha.
For beta I already simulated (see sheat 1) and for the first three years, the calculated beta correspond with the beta. After the third year, it doesn't. Maybe there is a kind of smoothing formula which I couldn't find.