Nico Keilman

University of Oslo · Department of Economics

Nowadays, demographers, population statisticians, and population forecasters have richer data, more refined theories of demographic behavior, and more sophisticated methods of analysis than they had two or three decades ago. This scientific progress should have made it easier to predict demographic behavior. But analyses of the errors in older fore...

Many studies have suggested that the increasing global human population is having a negative effect on biodiversity. According to new work, another threat comes from the rising number of households.

Probabilistic household forecasts to 2041 are presented for Denmark, Finland, and the Netherlands. Future trends in fertility, mortality and international migration are taken from official population forecasts. Time series of shares of the population in six different household positions are modelled as random walks with drift. Brass’ relational mod...

The paper reviews a number of issues related to uncertain population forecasts, with a focus on world population. Why are these forecasts uncertain? Population forecasters traditionally follow two approaches when dealing with this uncertainty, namely scenarios (forecast variants) and probabilistic forecasts. Early probabilistic population forecast...

This open access book presents new developments in the field of demographic forecasting, covering both mortality, fertility and migration. For each component emerging methods to forecast them are presented. Moreover, instruments for forecasting evaluation are provided. Bayesian models, non-parametric models, cohort approaches, elicitation of expert...

We present a probabilistic forecast for the immigrant population of Norway and their Norwegian-born children ("second generation") broken down by age, sex, and three types of country background: 1. West European countries plus the United States, Canada, Australia, and New Zealand; 2. East European countries that are members of the European Union; 3...

Population statistics for Kosovo show an unusually high share of male deaths (SMD) among all deaths. Women have a very low status in traditional parts of Kosovo – a direct consequence of the so-called Kanun of Lekë Dukagjini. This set of behavioural rules, practiced in Northern Albania and Kosovo, is strongly associated with a patriarchal culture....

New population forecasts for the Global Burden of Disease study by Stein Emil Vollset and colleagues predict lower global population growth than other forecasts, for instance the one published by the United Nations. Vollset et al. assume relatively low fertility in the future, which leads to low population growth. I believe that fertility is not a...

In this work we present a spatial approach to investigate mortality data referenced over a Lexis structure. We decompose the force of mortality into two interpretable components: a Markov random field, homogeneous with respect to age, period and cohort which explains the main pattern of mortality; and a secondary component of independent shocks, ac...

Statisticians have developed scoring rules for evaluating probabilistic forecasts against observations. However, there are very few applications in the literature on population forecasting. A scoring rule measures the distance between the predictive distribution and its outcome. We review scoring rules that reward accuracy (the outcome is close to...

This chapter introduces selected topics in demographic forecasting, thus sketching the wider context of many of the problems that the authors address in this volume. We start with a brief overview of the cohort-component tradition. Next, we describe how population forecasters account for the inherent uncertainty in their results. Common approaches...

Many statistical agencies routinely produce population forecasts, and revise these forecasts when new data become available, or when current demographic trends indicate that an update is necessary. When the forecaster strongly revises, from one forecast round to the next one, a forecast for a certain target year (for instance the life expectancy in...

New population forecasts for the Global Burden of Disease Study by Stein Emil Vollset and colleagues predict lower global population growth than other forecasts, for instance the one published by the United Nations. Vollset et al. assume relatively low fertility in the future, which leads to low population growth. I believe that fertility is not ad...

This chapter presents the outcomes of a probabilistic population forecast for the population of Norway, broken down by age and sex. This forecast is a supplement to the deterministic projections presented in previous chapters. The forecast period is from 2020 to 2060. Results up to 2100 are available upon request (see Section 9.3). Uncertainty is l...

The Intergovernmental Panel on Climate Change (IPCC) is preparing its Sixth Assessment Report, to be published in 2022. The IPCC provides policy makers with the latest scientific insights on global climate change, its consequences and risks, and suggests possibilities for adaptation and mitigation. Because the future is unknown, the IPCC uses vario...

Many statistical agencies routinely produce population forecasts, and revise these forecasts when new data become available, or when current demographic trends indicate that an update is necessary. When the forecaster strongly revises, from one forecast round to the next one, a forecast for a certain target year (for instance the life expectancy in...

BACKGROUND When age-specific mortality falls, period life tables give a distorted view of the life expectancy (LE) and the degree of mortality compression in birth cohorts. OBJECTIVE To derive mathematical expressions for the link between LE's and compression in period life tables on the one hand and corresponding variables in birth cohorts on the...

This open access book describes methods of mortality forecasting and discusses possible improvements. It contains a selection of previously unpublished and published papers, which together provide a state-of-the-art overview of statistical approaches as well as behavioural and biological perspectives. The different parts of the book provide discuss...

Life expectancies at birth are routinely computed from period life tables. When mortality is falling, such period life expectancies will typically underestimate real life expectancies, that is, life expectancies for birth cohorts. Hence, it becomes problematic to compare period life expectancies between countries when they have different historical...

In this work we present a spatial approach to model and investigate mortality data referenced over a Lexis structure. We decompose the force of mortality into two interpretable components: a Markov random field, smooth with respect to time, age and cohort which explains the main pattern of mortality; and a secondary component of independent shocks,...

Official demographic forecasts have always been too timid about future increases in life expectancy, and according to Nico Keilman, continue to be so even today. There are reasons for this downward bias but also inconveniences, especially when governments rely on these incorrect predictions in the design of health or pension systems.

Historically, official Norwegian mortality projections computed by Statistics Norway have consistently under-predicted life expectancy. The projected age distribution of deaths may be used to check if the official mortality projections are plausible. The aim of the paper is to verify whether the projections predict a continuation of the ongoing com...

Fra 1990 har forventet levealder ved fødselen steget med 7,5 år for menn og 4,5 år for kvinner. I befolkningsframskrivingenes hovedalternativ har vi forutsatt at menns forventede levealder ved fødselen vil fortsette å stige med 7,5 år fram til 2060, fra dagens 80,9 år til 88,4 år. For kvinner forutsetter vi en noe mindre bratt stigning, på rundt 6...

I review methods for projecting the family structure of a population into the future. The focus is on Western countries. I define the concept of "family", and stress the close link between family and household. There is an important distinction between family position (the attribute of individuals) and family type (the attribute of families). I pro...

The report on Kosovo Population Projection 2017-2061 is the second report prepared by Kosovo Agency of Statistics within a period of five years. Implementation of this report was enabled based on harmonized demographic data for the years 2011-2017. The projection covers the period 2017-2061, showing the dynamics of the population by gender and sing...

Background: psoriasis, a chronic relapsing inflammatory disease affecting primarily the skin, shows multiple comorbidities including depression, cardiovascular diseases and other relevant conditions. Psoriasis patients experience social isolation, job loss, financial difficulties, and partnership problems. Inversely, psychosocial impairments may n...

We analyse the age at death distribution (AADD) of the life table, conventionally known as its d(x)-column. We derive general analytical expressions for the moments of this distribution in a period life table, written as functions of the moments in a cohort life table. The first moment is the life expectancy, while the second moment reflects compre...

Levealderen forutsettes å øke framover: I hovedalternativet øker den fra dagens 80 år til rundt 87 år i 2060 for menn, og for kvinner fra 84 til 89 år. Eldres gjenstående levetid stiger også, og eldre vil utgjøre en stadig økende andel av befolkningen.

Med jevne mellomrom beregner Statistisk sentralbyrå (SSB) prognoser for befolkningen fram til 2100: alderssammensetningen for hvert år, årlige antall fødsler og dødsfall, størrelsen på inn- og utvandringsstrømmene, antall innvandrere med ulik landbakgrunn, osv. Publisering av en ny prognose er planlagt for den 21. juni i år. I denne kommentaren bru...

I dette vedlegget gjøres det rede for at fruktbarhetsnivået i Norge er høyere enn det Samlet fruktbarhetstall (SFT) har vist de siste årene. Samtidig er det meget sannsynlig med en økning i årlig antall fødsler fra rundt 60 000 nå til i underkant av 70 000 om ti år. En tilfredsstillende forklaring for dagens fruktbarhetsnivå er vanskelig å gi. Derf...

We formulate a time series model of household dynamics for different age groups. We model the shares of the population who are in certain household positions (living alone, living with a partner, etc.). These household positions have very pronounced age patterns. The age profiles change slowly over time, due to changes in the home leaving behaviour...

Demographic forecasts are inherently uncertain. Nevertheless, an appropriate description of this uncertainty is a key underpinning of informed decision making. In recent decades various methods have been developed to describe the uncertainty of future populations and their structures, but the uptake of such tools amongst the practitioners of offici...

We show how techniques of data dimension reduction can be used to predict patterns of household dynamics in a multi-country context. Probabilistic household forecasts are presented for Denmark, Finland, Germany, the Netherlands, and Norway, spanning the period 2011-2041. Starting point is the population of each country broken down by age, sex, and...

We introduce the two-sex net reproduction rate (2SNRR) and the two-sex total fertility rate (2STFR)—two demographic indicators that reflect the number of children born, given age specific fertility and mortality of the adults. The main quality of these indicators is that they measure the childbearing behaviour of both women and men. The indicators...

We compute a stochastic household forecast for the Netherlands by the random share method. Time series of shares of persons in nine household positions, broken down by sex and five-year age group for the years 1996-2010 are modelled by means of the Hyndman-Booth-Yasmeen product-ratio variant of the Lee-Carter model. This approach reduces the dimens...

Het moet eind 2000 of begin 2001 zijn geweest. Ik was verstrikt geraakt in het probleem de variantie te berekenen van het Totale Vruchtbaarheidscijfer (TVC) wanneer het verloop van dit cijfer over tijd kan worden opgevat als een Brownse beweging met een absorberende bovengrens. Bij mijn weten was die variantie nog niet eerder afgeleid, dus ik was t...

In this paper, we first motivate the need to augment reported flows of international migration in Europe with additional knowledge gained from experts on measurement, quality and coverage. Second, we present our method for eliciting this information. Third, we describe how this information is converted into prior distributions for subsequent use in...

The new pension system leads to lower public spending than the old system. Statistics Norway expects a saving of 31 billion NOK in 2030 and 50 billion NOK in 2050. In case pensioners' life expectancy is increasing faster than expected savings will be less. It is uncertain how high the life expectancy is going to be in the future. Therefore we have...

BACKGROUND Household forecasts are important for public planning and for predicting consumer demand. OBJECTIVE The purpose of this paper is to compute probabilistic household forecasts for Finland and Denmark, taking advantage of unique housing register data covering the whole populations dating back to the 1980s. A major advantage is that we do n...

International migration statistics vary considerably from one country to another in terms of measurement, quality and coverage. Furthermore, immigration tend to be captured more accurately than emigration. In this paper, we first describe the need to augment reported flows of international migration with knowledge gained from experts on the measure...

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In most societies, women at age 39 with higher levels of education have fewer children. To understand this association, we investigated the effects of childbearing on educational attainment and the effects of education on fertility in the 1964 birth cohort of Norwegian women. Using detailed annual data from ages 17 to 39, we estimated the probabili...

In most societies, women at age 39 with higher levels of education have fewer children. To understand this association, we investigated the effects of childbearing on educational attainment and the effects of education on fertility in the 1964 birth cohort of Norwegian women. Using detailed annual data from ages 17 to 39, we estimated the probabili...

In January this year, we were confronted with a case of plagiarism. One paper that had been submitted last year by a certain person turned out to be written by three other persons. It was presented by the three true authors at a conference in 2010, where they distributed copies of their paper. One of the reviewers of the paper informed us about tha...

The aim of this chapter is to discuss definitions and measurement of step-families and reconstituted families, and of the members of such families, for use in sample surveys. Given policy makers’ focus on children, the discussion will be limited to families with at least one child present, although it is acknowledged that a wider definition of reco...

In this paper we investigate the sensitivity of stochastic population forecasts produced by means of the Scaled Model of Error with respect to the choice of the correlation parameters. In particular, we evaluate the impact that a change in the specification of the correlation of the age-specific fertility forecast error increments across time and a...

Comments by Jim Oeppen and Helge Brunborg, and research assistance by Petter Vegard Hansen are gratefully acknowledged.

We analyse the future household status of elderly men and women in Norway. An important finding is that persons aged 80+are less likely to live alone in the future, and more often with a partner. The level of mortality, the mortality sex gap, union dissolution at young and intermediate ages, and entry into and exit from institutions for the elderly...

We analyse the future household status of elderly men and women in Norway. An important finding is that persons aged 80+ are less likely to live alone in the future, and more often with a partner. The level of mortality, the mortality sex gap, union dissolution at young and intermediate ages, and entry into and exit from institutions for the elderl...

We develop a method for computing probabilistic household forecasts which quantifies uncertainty in the future number of households of various types in a country. A probabilistic household forecast helps policy makers, planners and other forecast users in the fields of housing, energy, social security etc. in taking appropriate decisions, because s...

While the European Union recognises the importance of ageing and falling populations in a number of official documents, the findings require focus. In this article, the author first identifies the documents’ failure to name a target birth rate. Second, he stresses that the often mentioned fertility level of an average of 1.5 children per woman unde...

Introduction Are population processes easy to predict? The relative inertia of population stocks suggests that this is the case. Indeed, errors in population forecasts five to ten years into the future are often smaller than the errors of economic forecasts over a similar period (Ascher, 1978). However, population flows are much harder to predict (...

The aim of the 'Uncertain Population of Europe'(UPE) project was to compute long-term stochastic (probabilistic) population forecasts for 18 European countries. We developed a general methodology for constructing predictive distributions for fertility, mortality and migration. The assumptions underlying stochastic population forecasts can be assess...

Compared to population forecasts of other European countries, those made in the United Kingdom during the past 30 years had somewhat larger forecast errors for fertility and smaller errors for mortality. Migration forecasts in the UK were about as accurate as the European average. After controlling for various effects such as relative data volatili...

We present results of a probabilistic forecast for the population in 18 European countries, to 2050. Other forecasts have recently predicted a falling population size for those countries. However, there are reasons to expect higher immigration and lower mortality than the earlier forecasts did. Hence, we find that population decline is postponed in...

Mortality predictions derived from the Lee-Carter model are uncertain for three reasons. The predictions are based on 1. observed death counts and empirical death rates. These are subject to Poisson variability. 2. estimates of the parameters of the Lee-Carter model 3. extrapolated values of the model's time index. Authors who have calculated predi...

Vi lever stadig lenger. Her presenteres en analyse av levealderen og aldersmønsteret i dødeligheten for nor- ske menn og kvinner siden 1900. Vi har brukt den såkalte Lee-Cartermodellen for å kunne gi anslag på dødelighetsutviklingen i framtiden. Vi forventer en fortsatt økning i levealderen, helt opp til 86 år for menn og 90 år for kvinner i 2060.

World population in the year 2000 was 6.09 billion, according to recent estimates by the United Nations (UN 2005). This number is almost 410 million lower than the year 2000-estimate that the UN expected in 1973. The UN has computed forecasts for the population of the world since the 1950s. Figure 9.1 shows that the calculations made in the 1980s w...

Mortality projections are an essential input for projections of the financial development of pension schemes. Governments and insurance companies all over the world rely on good mortality projections for efficient administration of their pension commitments. Ideally, the expected value of the difference between outcomes and projections would be clo...

Forecasts of the age/sex composition of the population in 18 countries of the European Economic Area (EEA) omitting Liechtenstein, but including Switzerland have been compiled up to 2050. The principal innovative aspect is that forecast uncertainty is quantified: predictive intervals are computed, that specify the probability that the future popula...

The paper analyses the importance of demographic uncertainty for the net present value (NPV) of public old age pension obligations in Norway. A probabilistic population forecast is combined with a deterministic macro model for future pension expenditures. The model is applied to Norwegian data for the period 2003-2100. Under the current pension sys...

We analyse empirical errors observed in historical population forecasts produced by statistical agencies in 14 European countries since 1950. The focus is on forecasts for three demographic variables: fertility (Total Fertility Rate - TFR), mortality (life expectancy at birth), and migration (net migration). We inspect forecast bias and forecast ac...

We use ARCH time series models to derive model based prediction intervals for the Total Fertility Rate (TFR) in Norway, Sweden, Finland, and Denmark up to 2050. For the short term (5-10 yrs), expected TFR-errors are compared with empirical forecast errors observed in historical population forecasts prepared by the statistical agencies in these coun...