Bayesian analysis of mortality data

Congdon argued that the use of parametric modelling of mortality data is ne cessary in many practical demographical problems. In this paper, we focus o n a form of model introduced by Heligman and Pollard in 1980, and we adopt a Bayesian analysis, using Markov chain Monte Carlo simulation, to produce the posterior summaries required. This opens the way to richer, more flexib le inference summaries and avoids the numerical problems that are encounter ed with classical methods. Particular methodologies to cope with incomplete life-tables and a derivation of joint lifetimes, median times to death and related quantities of interest are also presented.