Modeling and Forecasting Cause-of-Death Mortality

The Product Development Section, the Financial Reporting Section, the Modeling Section and the Committee on Life Insurance Research are pleased to present new research on modeling and forecasting cause-of-death mortality. Authored by a Milliman team led by Alexandre Boumezoued, the report develops a framework for forecasting cause specific death rates.

Materials

Modeling and Forecasting Cause-of-Death Mortality

Cause of Deaths Forecasting Tool User Guide

Cause of Deaths  Forecasting Tool

Thank You

The Sponsors would like to thank the following individuals for serving on the Project Oversight Group:

Project Oversight Group Members: 

Jim Filmore, Chairperson

Mary Pat Campbell

Henry Egesi

Sophie Feng

Jean-Marc Fix

Blake Hill

Jason McKinley

Larry Stern

Mark Walker

Daniel Zamarripa

At the Society of Actuaries: 

Dale Hall, Managing Director of Research

Jan Schuh, Senior Research Administrator

Ronora Stryker, Senior Practice Research Actuary

Disclaimer for Software

Important: This Excel forecasting model ("Software") is the property of the Society of Actuaries (SOA) and is protected under U.S. and international copyright laws.

The Software has been developed for the benefit of actuaries FOR EDUCATIONAL USE ONLY, although others may find it useful. SOA and the authors make the Software available to individual users for their personal use on a non–exclusive basis. No commercial use, reproduction or distribution is permitted whatsoever.

SOA and the authors make no warranty, guarantee, or representation, either expressed or implied, regarding the Software, including its quality, accuracy, reliability, or suitability, and HEREBY DISCLAIM ANY WARRANTY REGARDING THE SOFTWARE'S MERCHANTABILITY OR FITNESS FOR ANY PARTICULAR PURPOSE. SOA and the authors make no warranty that the Software is free from errors, defects, worms, viruses or other elements or codes that manifest contaminating or destructive properties. In no event shall SOA or the authors be liable for any damages (including any lost profits, lost savings, or direct, indirect, incidental, consequential or other damages) in connection with or resulting from the use, misuse, reliance on, or performance of any aspect of the Software including any instructions or documentation accompanying the Software. SOA and the authors make no representation or warranty of non–infringement of proprietary rights of others with respect to the Software. The entire risk as to the uses, outputs, analyses, results and performance of the Software is assumed by the user. This Disclaimer applies regardless of whether the Software is used alone or with other software.

The models, any accompanying documentation, and methodologies contained herein do not represent an official position, statement, or endorsement on behalf of the Society of Actuaries or its members, nor should the material be construed to do so. It is the product of a research effort commissioned by the Society of Actuaries. The model is neither intended to preclude the use of other methodologies for any purpose nor provide a statement or position on the use, application, or preferability of other methodologies as compared to the methodology described herein.