IDEM 117: Advances in Mortality Forecasting

Instructors: Giancarlo Camarda & Ugofilippo Basellini

This repository contains the slides and the reading list for the International advanced studies in DEMography (IDEM) 117 course on "Advances in Mortality Forecasting". The course was offered in June 2021 and January 2022. For questions about this course, please contact us at [email protected] and [email protected]

Syllabus

Day 1

• Setting the methodological ground
  • Generalized (Non-)Linear Models
  • Singular Value Decomposition & Newton's method
  • ARIMA models & residual bootstrap

Day 2

• Starting with mortality forecasting
  • Mortality forecasting: an introduction
  • The Lee-Carter model

Day 3

• Forecasting in a smoothing context

Day 4

• The Segmented Transformation Age-at-death Distributions model

Day 5

• An introduction to coherent mortality forecasting