Research Article
Poisson Incorporated Credibility Regression Modelling of Systematic Mortality Risk for Populations with Finite Data
Table 12
RMSFE values of forecast errors during the period 2010–2020 for ages 60–100.
| Fitting period | RMSFE for ages 60–100 | Bühlmann methods | Regression | Methods | RC | Regression | Methods | FC | Gender | EW | MW | SEM | MEM | EEM | SEM | MEM | EEM |
| 2010–2020 | Male | 0.6493 | 0.6313 | 0.5604 | 0.5056 | 0.5429 | 0.5640 | 0.5166 | 0.5615 | Female | 0.2830 | 0.2738 | 0.2842 | 0.2690 | 0.2839 | 0.2867 | 0.2642 | 0.2857 | Male | 0.5822 | 0.6191 | 0.4878 | 0.4966 | 0.4784 | 0.5065 | 0.5069 | 0.5022 |
| 2010–2020 | Female | 0.2544 | 0.2614 | 0.2581 | 0.2682 | 0.2725 | 0.2507 | 0.2630 | 0.2528 | Male | 0.6763 | 0.6566 | 0.4967 | 0.4956 | 0.4886 | 0.5149 | 0.5021 | 0.5034 |
| 2010–2020 | Female | 0.2806 | 0.2768 | 0.2692 | 0.2695 | 0.2683 | 0.2660 | 0.2708 | 0.2678 | | Mean | 0.4543 (8) | 0.4532 (7) | 0.3928 (4) | 0.3841 (1) | 0.3892 (3) | 0.3982 (6) | 0.3873 (2) | 0.3956 (5) |
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