Backgroundmodels projecting future disease burden have focussed on one or two diseases. Little is known on how risk factors of younger cohorts will play out in the future burden of multi-morbidity (two or more concurrent long-term conditions).Designa dynamic microsimulation model, the Population Ageing and Care Simulation (PACSim) model, simulates the characteristics (sociodemographic factors, health behaviours, chronic diseases and geriatric conditions) of individuals over the period 2014–2040.Populationabout 303,589 individuals aged 35 years and over (a 1% random sample of the 2014 England population) created from Understanding Society, the English Longitudinal Study of Ageing, and the Cognitive Function and Ageing Study II.Main outcome measuresthe prevalence of, numbers with, and years lived with, chronic diseases, geriatric conditions and multi-morbidity.Resultsbetween 2015 and 2035, multi-morbidity prevalence is estimated to increase, the proportion with 4+ diseases almost doubling (2015:9.8%; 2035:17.0%) and two-thirds of those with 4+ diseases will have mental ill-health (dementia, depression, cognitive impairment no dementia). Multi-morbidity prevalence in incoming cohorts aged 65–74 years will rise (2015:45.7%; 2035:52.8%). Life expectancy gains (men 3.6 years, women: 2.9 years) will be spent mostly with 4+ diseases (men: 2.4 years, 65.9%; women: 2.5 years, 85.2%), resulting from increased prevalence of rather than longer survival with multi-morbidity.Conclusionsour findings indicate that over the next 20 years there will be an expansion of morbidity, particularly complex multi-morbidity (4+ diseases). We advocate for a new focus on prevention of, and appropriate and efficient service provision for those with, complex multi-morbidity.

The Lee-Carter method of mortality forecasting assumes an invariant age component and most applications have adopted a linear time component. The use of the method with Australian data is compromised by significant departures from linearity in the time component and changes over time in the age component. We modify the method to adjust the time component to reproduce the age distribution of deaths, rather than total deaths, and to determine the optimal fitting period in order to address non-linearity in the time component. In the Australian case the modification has the added advantage that the assumption of invariance is better met. For Australian data, the modifications result in higher forecast life expectancy than the original Lee-Carter method and official projections, and a 50 per cent reduction in forecast error. The model is also expanded to take account of age-time interactions by incorporating additional terms, but these are not readily incorporated into forecasts.

Continuing increases in life expectancy beyond previously-held limits have brought to the fore the critical importance of mortality forecasting. Significant developments in mortality forecasting since 1980 are reviewed under three broad approaches: expectation, extrapolation and explanation. Expectation is not generally a good basis for mortality forecasting, as it is subjective; expert expectations are invariably conservative. Explanation is restricted to certain causes of death with known determinants. Decomposition by cause of death poses problems associated with the lack of independence among causes and data difficulties. Most developments have been in extrapolative forecasting, and make use of statistical methods rather than models developed primarily for age-specific graduation. Methods using two-factor models (age-period or age-cohort) have been most successful. The two-factor Lee–Carter method, and, in particular, its variants, have been successful in terms of accuracy, while recent advances have improved the estimation of forecast uncertainty. Regression-based (GLM) methods have been less successful, due to nonlinearities in time. Three-factor methods are more recent; the Lee–Carter age-period-cohort model appears promising. Specialised software has been developed and made available. Research needs include further comparative evaluations of methods in terms of the accuracy of the point forecast and its uncertainty, encompassing a wide range of mortality situations.

When independence is assumed, forecasts of mortality for subpopulations are almost always divergent in the long term. We propose a method for coherent forecasting of mortality rates for two or more subpopulations, based on functional principal components models of simple and interpretable functions of rates. The product-ratio functional forecasting method models and forecasts the geometric mean of subpopulation rates and the ratio of subpopulation rates to product rates. Coherence is imposed by constraining the forecast ratio function through stationary time series models. The method is applied to sex-specific data for Sweden and state-specific data for Australia. Based on out-of-sample forecasts, the coherent forecasts are at least as accurate in overall terms as comparable independent forecasts, and forecast accuracy is homogenized across subpopulations.

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