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Dynamic Mortality Forecasting via Mixed-Frequency State-Space Models

Runze Li, Rui Zhou, David Pitt

arXiv 9 Jan 2026 · Econometrics

arXiv:2601.05702 · PDF · DOI · OpenAlex · Extracted main text

Abstract

High-frequency death counts are now widely available and contain timely information about intra-year mortality dynamics, but most stochastic mortality models are still estimated on annual data and therefore update only when annual totals are released. We propose a mixed-frequency state-space (MF--SS) extension of the Lee--Carter framework that jointly uses annual mortality rates and monthly death counts. The two series are linked through a shared latent monthly mortality factor, with the annual period factor defined as the intra-year average of the monthly factors. The latent monthly factor follows a seasonal ARIMA process, and parameters are estimated by maximum likelihood using an EM algorithm with Kalman filtering and smoothing. This setup enables real-time intra-year updates of the latent state and forecasts as new monthly observations arrive without re-estimating model parameters. Using U.S. data for ages 20--90 over 1999--2019, we evaluate intra-year annual nowcasts and one- to five-year-ahead forecasts. The MF--SS model produces both a direct annual forecast and an annual forecast implied by aggregating monthly projections. In our application, the aggregated monthly forecast is typically more accurate. Incorporating monthly information substantially improves intra-year annual nowcasts, especially after the first few months of the year. As a benchmark, we also fit separate annual and monthly Lee--Carter models and combine their forecasts using temporal reconciliation. Reconciliation improves these independent forecasts but adds little to MF--SS forecasts, consistent with MF--SS pooling information across frequencies during estimation. The MF--SS aggregated monthly forecasts generally outperform both unreconciled and temporally reconciled Lee--Carter forecasts and produce more cautious predictive intervals than the reconciled Lee--Carter approach.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1George Athanasopoulos and Rob J. Hyndman and Nikolaos Kourentzes and… (2017) Forecasting with temporal hierarchies0.87452100%
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3Rob J. Hyndman and Roman A. Ahmed and George Athanasopoulos and Han… (2011) Optimal combination forecasts for hierarchical time series0.81142100%
4Durbin, James and Koopman, Siem Jan (2012) Time Series Analysis by State Space Methods0.7373367%
5Kalman, R. E (1960) A New Approach to Linear Filtering and Prediction Problems0.73732100%
6Fung, Man Chung and Peters, Gareth W. and Shevchenko, Pavel V (2017) A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecast…0.64422100%
7Fung, Man Chung and Peters, Gareth W. and Shevchenko, Pavel V (2019) Cohort effects in mortality modelling: a Bayesian state-space approach0.64422100%
8Fung, Man Chung and Peters, Gareth W. and Shevchenko, Pavel V (2015) A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing0.64422100%
9Pedroza, Claudia (2006) A Bayesian forecasting model: predicting U.S. male mortality0.64422100%
10D. M. Dunn and W. H. Williams and T. L. Dechaine (1976) Aggregate versus Subaggregate Models in Local Area Forecasting0.51121100%

Showing the top 10 of 37 scored citations.