Forecasting frontier mortality with generalised additive models Mortality rates differ across countries and years, and the country with the lowest mortality has historically tended to change over time. Following the classic Science paper by Oeppen and Vaupel (2002), for any given year a hypothetical mortality ‘frontier’ can be defined as the lower limit of the force of mortality at each age, taken across all countries. It is expected that change in this frontier reflects global technological and medical advances, which may display a more stable trend over time than the patterns in mortality improvement displayed by any particular country.
Employing the model of Hilton et al. (2019), we jointly estimate frontier mortality as well as mortality rates for individual countries. Generalised additive models are used to estimate a smooth set of baseline frontier mortality rates and mortality improvements, and country-level mortality is modelled as a set of smooth,