Research Article
Poisson Incorporated Credibility Regression Modelling of Systematic Mortality Risk for Populations with Finite Data
Table 5
RMSFE values of forecast errors for the duration 2000–2010 for ages 20–80 for the CBD model.
| Fitting period | MAFE values | MAFE | Ages 20–80 | Lee–Carter | Random | Coefficients | Fixed | Coefficients | Gender | LC | LC-Poisson | SEM | MEM | EEM | SEM | MEM | EEM |
| 2010–2020 | Male | 0.5565 | 0.7558 | 0.4865 | 0.5455 | 0.4418 | 0.4508 | 0.4426 | 0.4235 | Female | 0.3365 | 0.4545 | 0.3285 | 0.4302 | 0.2325 | 0.2535 | 0.2436 | 0.2250 |
| 2015–2010 | Male | 0.5865 | 0.7258 | 0.4546 | 0.5250 | 0.4418 | 0.4208 | 0.4465 | 0.4494 | Female | 0.2808 | 0.3239 | 0.2693 | 0.2328 | 0.2274 | 0.2276 | 0.2164 | 0.2160 |
| 2018–2010 | Male | 0.5605 | 0.7355 | 0.4438 | 0.5550 | 0.4181 | 0.4067 | 0.4392 | 0.4339 | Female | 0.3182 | 0.4465 | 0.2642 | 0.3012 | 0.2266 | 0.2353 | 0.2316 | 0.2345 |
| 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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