Mortality Modelling for Multiple Populations Under the State-space Framework

Mortality improvements across different populations are correlated. In contrast to mortality modelling and forecasting for a single population, multi-population mortality projections will account for potential correlations in mortality experience in different populations. Therefore, it will eliminate the long-term divergent behaviour from single population mortality forecasts. The thesis aims to develop a unified Bayesian state-space framework to model, estimate and forecast mortality rates in the multi-population context.