The Linear-Link model

---

This repository includes R code for estimating mortality curves and life tables based on a value of life expectancy at birth. An initial version the model was presented at The Twelfth International Longevity Risk and Capital Markets Solutions Conference in Chicago (September 30, 2016). The Linear Link: Deriving Age-Specific Death Rates from Life Expectancy by Marius Pascariu and Vladimir Canudas-Romo. Since then Jose Manuel Aburto and Ugofilippo Basellini joined the project and made important contributions.

Installation

1. Make sure you have the most recent version of R
2. Run the following code in your R console

# install.packages("devtools")

library(devtools)
install_github("mpascariu/LinearLink")

Help

All functions are documented in the standard way, which means that once you load the package using library(LinearLink) you can just type ?LinearLink to see the help file.

Check the examples provided in the Kannisto lifetable and LinearLink functions.

For now the model was tested to work for life expectancy at birth. For the other ages further changes need to be implemented.

Abstract

Predicting the human longevity level in the future by directly forecasting life expectancy offers numerous advantages compared with methods based on extrapolation of age-specific death rates. However, the reconstruction of accurate life tables starting from a given level of life expectancy at birth or any other age is not straightforward. Model life tables were extensively used in the past for estimating age patterns of mortality in data-poor countries. We propose a new model inspired by indirect estimation techniques used in demography that can be used to estimate full life tables given a predicted life expectancy.