{"id":7368,"date":"2026-05-20T12:58:11","date_gmt":"2026-05-20T12:58:11","guid":{"rendered":"https:\/\/detralytics.com\/?p=7368"},"modified":"2026-06-22T14:22:14","modified_gmt":"2026-06-22T14:22:14","slug":"modeling-regional-mortality-with-penalized-b-splin","status":"publish","type":"post","link":"https:\/\/detralytics.com\/en\/publications\/modeling-regional-mortality-with-penalized-b-splin\/","title":{"rendered":"Modeling regional mortality with penalized B-splines"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"7368\" class=\"elementor elementor-7368\" data-elementor-post-type=\"post\">\n\t\t\t\t<div class=\"elementor-element elementor-element-d174136 e-flex e-con-boxed e-con e-parent\" data-id=\"d174136\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;,&quot;shape_divider_bottom&quot;:&quot;tilt&quot;}\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-shape elementor-shape-bottom\" aria-hidden=\"true\" data-negative=\"false\">\n\t\t\t<svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" viewBox=\"0 0 1000 100\" preserveAspectRatio=\"none\">\n\t<path class=\"elementor-shape-fill\" d=\"M0,6V0h1000v100L0,6z\"\/>\n<\/svg>\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-a8b5b0f elementor-widget elementor-widget-heading\" data-id=\"a8b5b0f\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h1 class=\"elementor-heading-title elementor-size-default\">Modeling regional mortality with penalized B-splines <\/h1>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-82e75aa elementor-widget elementor-widget-heading\" data-id=\"82e75aa\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h3 class=\"elementor-heading-title elementor-size-default\">DetraNote 2026-2<\/h3>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-87f3931 e-flex e-con-boxed e-con e-parent\" data-id=\"87f3931\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-9aa7e1d e-con-full e-flex e-con e-child\" data-id=\"9aa7e1d\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-67f934f elementor-widget elementor-widget-image\" data-id=\"67f934f\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<a href=\"https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/Detra-Note-2026-2.pdf\" target=\"_blank\">\n\t\t\t\t\t\t\t<img fetchpriority=\"high\" decoding=\"async\" width=\"764\" height=\"1080\" src=\"https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/DETRAnote_EN-764x1080.jpg\" class=\"elementor-animation-grow attachment-large size-large wp-image-7369\" alt=\"DETRAnote_2026-2\" srcset=\"https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/DETRAnote_EN-764x1080.jpg 764w, https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/DETRAnote_EN-768x1086.jpg 768w, https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/DETRAnote_EN-1086x1536.jpg 1086w, https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/DETRAnote_EN-8x12.jpg 8w, https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/DETRAnote_EN.jpg 1240w\" sizes=\"(max-width: 764px) 100vw, 764px\" \/>\t\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-420ffe4 elementor-align-center elementor-widget 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2.2-20.5-8.5-20.5h-67V140c0-6.6-5.4-12-12-12h-40c-6.6 0-12 5.4-12 12z\"><\/path><\/svg>\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">Download<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-6b46a15 elementor-widget elementor-widget-spacer\" data-id=\"6b46a15\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-2e62cc6 e-con-full e-flex e-con e-child\" data-id=\"2e62cc6\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-fc5d00b elementor-widget elementor-widget-heading\" data-id=\"fc5d00b\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Abstract<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-f1e1dc7 elementor-widget elementor-widget-text-editor\" data-id=\"f1e1dc7\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"page\" title=\"Page 3\"><div class=\"layoutArea\"><div class=\"column\"><p class=\"p1\">This Detranote introduces a novel parametric framework for modeling regional mortality differences across European NUTS-2. Because regional death rates are substantially noisier than national aggregates, we extend the Li and Lee model by considering penalized B-splines for smoothing central log-death rates and marginal age-specific effects of the endogenous time factors.<\/p><p class=\"p1\">Compared to the Li and Lee framework, our model offers several advantages. First, it yields smooth mortality curves of mortality rates, which is a feature highly desirable for actuarial applications. Second, the parameterization limits the model\u2019s degrees of freedom, enabling reliable estimation over shorter time windows. Thirdly, the model is sufficiently robust for long-term mortality forecasting and annuity valuation.<\/p><p class=\"p1\">Model parameters are estimated via maximization of the Poisson log-likelihood, and the methodology is applied to French and Belgian regional mortality data. A companion Python package has been developed for the purpose of this analysis and is freely available on <a href=\"https:\/\/github.com\/detralytics\/morta_nuts2\">GitHub<\/a>.<\/p><\/div><\/div><\/div><p><strong><span style=\"color: #097566;\">Keywords: <\/span><\/strong>mortality model, Lee-Carter model, Li-Lee model, multi-group mortality, life insurance.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-0f29719 e-con-full e-flex e-con e-child\" data-id=\"0f29719\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;gradient&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-2952de9 elementor-widget__width-inherit elementor-widget elementor-widget-text-editor\" data-id=\"2952de9\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p><b>Sector: <\/b>Insurance<\/p><p><b><\/b><b>Domain: <\/b>Life<\/p><p><b>Authors: <\/b>I. Belem, D. Hainaut &amp; T. Hames<\/p><p><b>Publisher:<\/b> Detralytics<\/p><p><b>Date:<\/b> April 2026<\/p><p><b>Language:<\/b> English<\/p><p><b>Pages:<\/b> 26<\/p><p><b>Reference :<\/b> Detra Note 2026-2<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-c6ae38d e-flex e-con-boxed e-con e-parent\" data-id=\"c6ae38d\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-04db66e elementor-widget elementor-widget-spacer\" data-id=\"04db66e\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-f183faa elementor-widget elementor-widget-heading\" data-id=\"f183faa\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">About the authors<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-b455dd6 e-flex e-con-boxed e-con e-parent\" data-id=\"b455dd6\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-826b55c e-con-full e-flex e-con e-child\" data-id=\"826b55c\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-a4936f2 elementor-widget elementor-widget-image\" data-id=\"a4936f2\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img decoding=\"async\" width=\"800\" height=\"800\" src=\"https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/Idrissa_Rond.jpg\" class=\"attachment-large size-large wp-image-7379\" alt=\"\" srcset=\"https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/Idrissa_Rond.jpg 1042w, https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/Idrissa_Rond-768x768.jpg 768w, https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/Idrissa_Rond-12x12.jpg 12w\" sizes=\"(max-width: 800px) 100vw, 800px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-888af75 e-con-full e-flex e-con e-child\" data-id=\"888af75\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-b42de73 elementor-widget elementor-widget-heading\" data-id=\"b42de73\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Idrissa Belem<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-c03f01f elementor-widget elementor-widget-text-editor\" data-id=\"c03f01f\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p class=\"has-text-color has-link-color wp-elements-8ed7e2dd0f90905fac4bec2b30eb462a\">Idrissa\u00a0is an Actuarial Consultant and part of the Talent Accelerator Program (TAP) at Detralytics.\u00a0With two years of work-study experience, Idrissa has developed solid expertise in non-life insurance, particularly in pricing and CAT modeling. His diverse experiences have enabled him to gain strong proficiency in several tools and further strengthen his technical expertise.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-15033a0 e-flex e-con-boxed e-con e-parent\" data-id=\"15033a0\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-f1d818b e-con-full e-flex e-con e-child\" data-id=\"f1d818b\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-bbb97c3 elementor-widget elementor-widget-image\" data-id=\"bbb97c3\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img decoding=\"async\" width=\"800\" height=\"800\" src=\"https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond.jpg\" class=\"attachment-large size-large wp-image-2876\" alt=\"Donatien Hainaut\" srcset=\"https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond.jpg 1042w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-768x768.jpg 768w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-146x146.jpg 146w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-50x50.jpg 50w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-75x75.jpg 75w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-85x85.jpg 85w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-80x80.jpg 80w\" sizes=\"(max-width: 800px) 100vw, 800px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-f4dbe89 e-con-full e-flex e-con e-child\" data-id=\"f4dbe89\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-c7c7b31 elementor-widget elementor-widget-heading\" data-id=\"c7c7b31\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Donatien Hainaut<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-22b2555 elementor-widget elementor-widget-text-editor\" data-id=\"22b2555\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p class=\"has-text-color has-link-color wp-elements-ae5c48d82f22f2e0c01ebb851eee595b\">Donatien Hainaut is a Scientific Advisor at Detralytics and a professor at UCLouvain (Belgium), where he serves as the Director of the Master\u2019s program in Data Science with a statistical orientation. Prior to this, he held several academic positions, including Associate Professor at Rennes School of Business and ENSAE in Paris. He also has extensive industry experience, having worked as a Risk Officer, Quantitative Analyst, and ALM Officer.<\/p><p class=\"has-text-color has-link-color wp-elements-319687f5e483df5041193c0b748e25dd\">Donatien is a Qualified Actuary and holds a PhD in the field of Asset and Liability Management. His current research focuses on contagion mechanisms in stochastic processes and the applications of neural networks in insurance.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-540e7a6 e-flex e-con-boxed e-con e-parent\" data-id=\"540e7a6\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-8038061 e-con-full e-flex e-con e-child\" data-id=\"8038061\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-f989f85 elementor-widget elementor-widget-image\" data-id=\"f989f85\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img loading=\"lazy\" decoding=\"async\" width=\"800\" height=\"800\" src=\"https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/Thomas_Rond.jpg\" class=\"attachment-large size-large wp-image-7375\" alt=\"\" srcset=\"https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/Thomas_Rond.jpg 1042w, https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/Thomas_Rond-768x768.jpg 768w, https:\/\/detralytics.com\/wp-content\/uploads\/2026\/05\/Thomas_Rond-12x12.jpg 12w\" sizes=\"(max-width: 800px) 100vw, 800px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-a1e38fb e-con-full e-flex e-con e-child\" data-id=\"a1e38fb\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-0fe5b4a elementor-widget elementor-widget-heading\" data-id=\"0fe5b4a\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Thomas Hames<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-25777f1 elementor-widget elementor-widget-text-editor\" data-id=\"25777f1\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p class=\"has-text-color has-link-color wp-elements-e1b283c50f5ac427982e336bbf0a75f2\">Since joining Detralytics in 2019, Thomas has primarily worked on pricing and reserving topics in P&amp;C retail Auto and Non-Life, combining classical methods with ML-based approaches.<\/p>\n<p class=\"has-text-color has-link-color wp-elements-d6053cf2cad6d00f30a2e72c492aa7d1\">Additionally, internally, Thomas is involved in the technical and commercial development of our micro-reserving package and ensures the monitoring and supervision of projects emerging within our Innovation Lab.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-c8b894e e-flex e-con-boxed e-con e-parent\" data-id=\"c8b894e\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-fdd2860 elementor-widget elementor-widget-spacer\" data-id=\"fdd2860\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-a1cdf35 e-flex e-con-boxed e-con e-parent\" data-id=\"a1cdf35\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div 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