The incorporation of non-linear pattern of early ages has led to new research
directions on improving the existing stochastic mortalitymodel structure. Several authors
have outlined the importance of encompassing the full age range in dealing with longevity
risk exposure, by not ignoring the dependence between young and old ages. In this study,
we consider the two extensions of the Cairns, Blake and Dowd model that incorporate the
irregularity profile seen at the mortality of lower ages, which are the Plat, and the O’Hare
and Li models respectively. The models’ performances in terms of in-sample fitting and
out-sample forecasts were examined and compared. The results indicated that the O’Hare
and Li model performs better as compared to the Plat model.