volume 2, issue 2, P449-477 1996
DOI: 10.1017/s1357321700003470
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A.E. Renshaw, S. Haberman, P. Hatzopoulos

Abstract: Deaths and exposures by individual calendar year and individual years of age for the U.K. male assured lives experience over the recent past are comprehensively modelled using generalised linear modelling techniques. Our principal objective is to develop a model which incorporates both the age variation in mortality and the underlying time trends in the mortality rates. The approach has considerable advantages over ad hoc methods of fitting parametric models to represent the age variation in mortality and the…

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