Application of Tangent Vector Fields on the Log Mortality Surface to Mortality Projection for Japan

Futoshi Ishii, National Institute of Population and Social Security Research, Japan

The Lee-Carter (LC) model is now widely used for mortality projection. In the preceding works, the author has discussed that the recent adult mortality improvement in Japan could be modeled better by the shift-type model than by the decline-type model such as the LC model, and proposed the age-shifting model that is the LC model with age-shifting structure. However, it would be crucial to improve the performance of the shift-type model for mortality projection for Japan. In this study, we put special emphasis on the change in mortality curve, and propose a new shift-type model (the Linear Difference (LD) model) for adult mortality. We also propose a novel method to construct an entire age mortality projection model applying the tangent vector fields on the log mortality surface, which serves as a flexible tool to describe the change in mortality curve to any directions.