An economic-environmental approach for regional mortality

Donatien Hainaut ()
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Donatien Hainaut: Université catholique de Louvain, LIDAM/ISBA, Belgium

No 2026001, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Abstract: This article proposes a parametric model explaining dierences in mortality across European NUTS2 regions using economic and environmental variables. We extenda multi-group version of the LeeCarter framework by incorporating economic and environmental time series as driving factors. The marginal eects of these factors are modeled with B-splines. Compared to the Li and Lee framework, our model oersseveral advantages. First, it is interpretable and allows assessment of the impact on mortality resulting from changes in economic or environmental policies. Second, theparameterization limits the model's degrees of freedom, enabling reliable estimation over shorter time windows. We illustrate the eciency of our approach by explaining regional mortality patterns in France, Italy, and BelgiumNetherlands.

Keywords: Mortality forecasting; Lee-Carter model; multi-group mortality; life insurance (search for similar items in EconPapers)
Pages: 28
Date: 2026-01-01
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