Research Article
Poisson Incorporated Credibility Regression Modelling of Systematic Mortality Risk for Populations with Finite Data
Table 2
MAFE values of forecast errors for the duration 2000–2010 for ages 20–80 for the Lee–Carter model.
| Fitting period | MAFE values | MAFE | Ages 15–84 | Lee–Carter | Random | Coefficients | Fixed | Coefficients | Gender | LC | LC-Poisson | SEM | MEM | EEM | SEM | MEM | EEM |
| 2010–2020 | Male | 0.5452 | 0.7450 | 0.4850 | 0.5354 | 0.43410 | 0.43508 | 0.4365 | 0.4315 | Female | 0.3154 | 0.4125 | 0.3195 | 0.4329 | 0.2283 | 0.2545 | 0.2385 | 0.2225 |
| 2015–2010 | Male | 0.5768 | 0.7252 | 0.4496 | 0.5428 | 0.4456 | 0.4322 | 0.4345 | 0.4344 | Female | 0.2745 | 0.3165 | 0.2598 | 0.2310 | 0.2234 | 0.22357 | 0.2145 | 0.21456 |
| 2018–2010 | Male | 0.5678 | 0.7322 | 0.4438 | 0.5325 | 0.4458 | 0.4014 | 0.4433 | 0.4328 | Female | 0.3232 | 0.4415 | 0.2615 | 0.2982 | 0.21652 | 0.2267 | 0.2324 | 0.2265 |
| Mean | | 0.4279 (7) | 0.5022 (8) | 0.3548 (4) | 0.4086 (6) | 0.3392 (2) | 0.3359 (1) | 0.3485 (5) | 0.3469 (3) |
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