Mostrar el registro sencillo del ítem
dc.contributor.author | Debón Aucejo, Ana María | es_ES |
dc.date.accessioned | 2014-02-21T11:04:13Z | |
dc.date.issued | 2011-12-06 | |
dc.identifier.issn | 2190-9733 | |
dc.identifier.uri | http://hdl.handle.net/10251/35863 | |
dc.description.abstract | [EN] This paper develops a model to compare geographical differences in the mortality of related regions, taking into account the interdependence between them. Additionally, the model allows us to provide an adequate solution for studying the mortality of a group pertaining to a larger population. It should therefore be possible to improve the mortality analysis for the regions in a country by taking into account the patterns within that country. Using official data from the Spanish National Institute of Statistics (Instituto Nacional de Estadística, INE), we applied a modification of the Lee¿Carter model to Spanish regions. The results of this model were then compared with other similar models such as the logit Brass, Li and Lee and Russolillo¿Giordano¿Haberman. One interesting feature of our model is its simplicity, as the comparison of mortality patterns is accomplished by means of a simple index. | es_ES |
dc.description.sponsorship | This study was partially supported by grants from the MEyC (Ministerio de Educacio´n y Ciencia, Spain), projects MTM2010-14961 and MTM2008-05152. | |
dc.language | Inglés | es_ES |
dc.publisher | Springer Verlag (Germany) | es_ES |
dc.relation.ispartof | European Actuarial Journal | es_ES |
dc.rights | Reserva de todos los derechos | es_ES |
dc.subject | Brass model | es_ES |
dc.subject | Lee¿Carter model | es_ES |
dc.subject | Geographical index | es_ES |
dc.subject | Geostatistics | es_ES |
dc.subject.classification | ESTADISTICA E INVESTIGACION OPERATIVA | es_ES |
dc.title | Statistical methods to compare mortality for a group with non-divergent populations. Application to Spanish regions | es_ES |
dc.type | Artículo | es_ES |
dc.embargo.lift | 10000-01-01 | |
dc.embargo.terms | forever | es_ES |
dc.identifier.doi | 10.1007/s13385-011-0043-z | |
dc.relation.projectID | info:eu-repo/grantAgreement/MICINN//MTM2010-14961/ES/PROBLEMAS NOTABLES EN PROCESOS ESTOCASTICOS ESPACIO-TEMPORALES/ | es_ES |
dc.relation.projectID | info:eu-repo/grantAgreement/MICINN//MTM2008-05152/ES/METODOS ESTADISTICOS PARA LOS SEGUROS VIDA. APLICACION A LA HIPOTECA INVERSA/ | |
dc.rights.accessRights | Abierto | es_ES |
dc.contributor.affiliation | Universitat Politècnica de València. Departamento de Estadística e Investigación Operativa Aplicadas y Calidad - Departament d'Estadística i Investigació Operativa Aplicades i Qualitat | es_ES |
dc.description.bibliographicCitation | Debón Aucejo, AM. (2011). Statistical methods to compare mortality for a group with non-divergent populations. Application to Spanish regions. European Actuarial Journal. 1(2):291-398. https://doi.org/10.1007/s13385-011-0043-z | es_ES |
dc.description.accrualMethod | S | es_ES |
dc.relation.publisherversion | http://dx.doi.org/10.1007/s13385-011-0043-z | es_ES |
dc.description.upvformatpinicio | 291 | es_ES |
dc.description.upvformatpfin | 398 | es_ES |
dc.type.version | info:eu-repo/semantics/publishedVersion | es_ES |
dc.description.volume | 1 | es_ES |
dc.description.issue | 2 | es_ES |
dc.relation.senia | 213911 | |
dc.contributor.funder | Ministerio de Ciencia e Innovación | |
dc.description.references | Booth H (2006) Demographic forecasting: 1980 to 2005 in review. Int J Forecast 22(3):547–582 | es_ES |
dc.description.references | Booth H, Hyndman R, Tickle L, de Jong P (2006) Lee–Carter mortality forecasting: a multi-country comparison of variants and extensions. Demogr Res 15(9):289–310 | es_ES |
dc.description.references | Brass W (1971) Biological aspects of demography, chapter on the scale of mortality. Taylor and Francis, London, pp 69–110 | es_ES |
dc.description.references | Brouhns N, Denuit M, Vermunt J (2002) A Poisson log-bilinear regression approach to the construction of projected lifetables. Insur Math Econ 31(3):373–393 | es_ES |
dc.description.references | Chiang C (1960) A stochastic study of the life table and its applications, II: Sample variance of the observed expectations of life and other biometric functions. Hum Biol 32 | es_ES |
dc.description.references | Chiang C (1968) Introduction to stochastic processes in biostatistics. Wiley, New York | es_ES |
dc.description.references | Chiang C (1972) On constructing current life tables. J Am Stat Assoc 67 | es_ES |
dc.description.references | Cossette H, Delwarde A, Denuit M, Guillot F, Étienne Marceau (2007) Pension plan valuation and mortality projection: a case study with mortality data. N Am Actuar J 11(2):1–34 | es_ES |
dc.description.references | Currie I, Kirkby J, Durban M, Eilers P (2004) Smooth Lee–Carter models and beyond. In: Workshop on Lee–Carter methods. http://www.ma.hw.ac.ukiain/workshop/workshop.html . Accessed 4th March 2005 | es_ES |
dc.description.references | Debón A, Montes F, Puig F (2008) Modelling and forecasting mortality in Spain. Eur J Oper Res 189(3):624–637 | es_ES |
dc.description.references | Elandt-Johnson R, Johnson N (1980) Survival models and data analysis. Wiley, New York | es_ES |
dc.description.references | Goerlich F, Pinilla R (2009) Tablas de mortalidad para españa y sus regiones: 1975–2006 y esperanzas de vida libres de discapacidad por sexo y comunidad autnoma: 2004–2006. base de datos y principales resultados. Technical report, Instituto Valenciano de Investigaciones científicas (Ivie) | es_ES |
dc.description.references | Haberman S, Renshaw A (2008) 2008 Living at 100 Monograph, chapter on simulation-based approaches to risk measurement in mortality with specific reference to binomial Lee–Carter modelling. Society of Actuaries | es_ES |
dc.description.references | Hyndman RJ (2008) Forecast: forecasting functions for time series. R package version 1.11 | es_ES |
dc.description.references | Lee R (2000) The Lee–Carter method for forecasting mortality, with various extensions and applications. N Am Actuar J 4(1):80–91 | es_ES |
dc.description.references | Lee R, Carter L (1992) Modelling and forecasting US mortality. J Am Stat Assoc 87(419):659–671 | es_ES |
dc.description.references | Li N, Lee R (2005) Coherent mortality forecast for a group of populations: an extension of the Lee–Carter method. Demography 42(3):575–593 | es_ES |
dc.description.references | Murray C, Ferguson B, Lopez A, Guillot M, Salomon J, Ahmad O (2003) Modified logit life table system: principles, empirical, validation, and application. Popul Stud 57(2):165–182 | es_ES |
dc.description.references | R Development Core Team (2005) R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0 | es_ES |
dc.description.references | Renshaw A, Haberman S (2006) A cohort-based extension to the Lee–Carter model for mortality reduction factors. Insur Math Econ (3):556–570 | es_ES |
dc.description.references | Russolillo M, Giordano G, Haberman S (2010) Extending the Lee–Carter model: a three-way decomposition. Scand Actuar J (forthcoming) | es_ES |
dc.description.references | Spanish National Institute of Statistics (INE) (2009). Tablas de mortalidad, metodología. Technical report, Instituto Nacional de Estadística | es_ES |
dc.description.references | Turner H, Firth D (2006) Generalized nonlinear models in: R: an overview of the GNM package. R package version 0.9-1 | es_ES |
dc.description.references | Wilmoth J, Andreev K, Jdanov D, Glei D (2007) Methods protocol for the human mortality database, versión 5. Technical report, University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany) | es_ES |