Research Article
Poisson Incorporated Credibility Regression Modelling of Systematic Mortality Risk for Populations with Finite Data
Table 3
RMSFE 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 | 0.5445 | 0.7235 | 0.4546 | 0.5452 | 0.4321 | 0.4298 | 0.4267 | 0.4115 | Female | 0.3250 | 0.4345 | 0.3128 | 0.4099 | 0.2238 | 0.2455 | 0.2430 | 0.2452 | 2015–2010 | Male | 0.5586 | 0.7348 | 0.4355 | 0.5122 | 0.4544 | 0.4325 | 0.4354 | 0.4359 | Female | 0.2358 | 0.3132 | 0.2456 | 0.2223 | 0.2342 | 0.2252 | 0.2481 | 0.2239 | 2018–2010 | Male | 0.5765 | 0.7235 | 0.4434 | 0.5630 | 0.4321 | 0.4023 | 0.4239 | 0.4235 | Female | 0.3091 | 0.4325 | 0.2546 | 0.3540 | 0.2258 | 0.2459 | 0.2128 | 0.2545 | 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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