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Posts feedForecasting mortality at high ages
The forecasting of future mortality at high ages presents additional challenges to the actuary. As an illustration of the problem, let us consider the CMI assured-lives data set for years 1950–2005 and ages 40–100 (see Stephen's blog posts on selection and data volumes). The blue curve (partly hidden under the green curve) in Figure 1 shows observed log(mortality) averaged over time.