Non-parametric and Structured Graduation of Mortality Rates

In this article, we present a non-parametric method to estimate trends in mortality rates. This method combines goodness of fit and smoothness of the non-parametric approach with information from a given structural mortality rate. So, the user is able to control both smoothness and structure in the resulting estimated mortality. The main goal is to enable the analyst to compare mortality trends, with equal percentages of smoothness and structure established beforehand. Also, two perspectives of the proposed methodology are emphasized. On the one hand, the proper fit and smoothness and, on the other, the combination of two information sources, thus giving the analyst the possibility of choosing which one offers greater credibility. The usefulness of this approach is shown via empirical examples that employ different mortality indicators.