- -

Statistical methods to compare mortality for a group with non-divergent populations. Application to Spanish regions

RiuNet: Repositorio Institucional de la Universidad Politécnica de Valencia

Compartir/Enviar a

Citas

Estadísticas

  • Estadisticas de Uso

Statistical methods to compare mortality for a group with non-divergent populations. Application to Spanish regions

Mostrar el registro completo del ítem

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

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/35863

Ficheros en el ítem

Metadatos del ítem

Título: Statistical methods to compare mortality for a group with non-divergent populations. Application to Spanish regions
Autor: Debón Aucejo, Ana María
Entidad UPV: Universitat Politècnica de València. Departamento de Estadística e Investigación Operativa Aplicadas y Calidad - Departament d'Estadística i Investigació Operativa Aplicades i Qualitat
Fecha difusión:
Resumen:
[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 ...[+]
Palabras clave: Brass model , Lee¿Carter model , Geographical index , Geostatistics
Derechos de uso: Reserva de todos los derechos
Fuente:
European Actuarial Journal. (issn: 2190-9733 )
DOI: 10.1007/s13385-011-0043-z
Editorial:
Springer Verlag (Germany)
Versión del editor: http://dx.doi.org/10.1007/s13385-011-0043-z
Código del Proyecto:
info:eu-repo/grantAgreement/MICINN//MTM2010-14961/ES/PROBLEMAS NOTABLES EN PROCESOS ESTOCASTICOS ESPACIO-TEMPORALES/
info:eu-repo/grantAgreement/MICINN//MTM2008-05152/ES/METODOS ESTADISTICOS PARA LOS SEGUROS VIDA. APLICACION A LA HIPOTECA INVERSA/
Agradecimientos:
This study was partially supported by grants from the MEyC (Ministerio de Educacio´n y Ciencia, Spain), projects MTM2010-14961 and MTM2008-05152.
Tipo: Artículo

References

Booth H (2006) Demographic forecasting: 1980 to 2005 in review. Int J Forecast 22(3):547–582

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

Brass W (1971) Biological aspects of demography, chapter on the scale of mortality. Taylor and Francis, London, pp 69–110 [+]
Booth H (2006) Demographic forecasting: 1980 to 2005 in review. Int J Forecast 22(3):547–582

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

Brass W (1971) Biological aspects of demography, chapter on the scale of mortality. Taylor and Francis, London, pp 69–110

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

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

Chiang C (1968) Introduction to stochastic processes in biostatistics. Wiley, New York

Chiang C (1972) On constructing current life tables. J Am Stat Assoc 67

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

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

Debón A, Montes F, Puig F (2008) Modelling and forecasting mortality in Spain. Eur J Oper Res 189(3):624–637

Elandt-Johnson R, Johnson N (1980) Survival models and data analysis. Wiley, New York

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)

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

Hyndman RJ (2008) Forecast: forecasting functions for time series. R package version 1.11

Lee R (2000) The Lee–Carter method for forecasting mortality, with various extensions and applications. N Am Actuar J 4(1):80–91

Lee R, Carter L (1992) Modelling and forecasting US mortality. J Am Stat Assoc 87(419):659–671

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

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

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

Renshaw A, Haberman S (2006) A cohort-based extension to the Lee–Carter model for mortality reduction factors. Insur Math Econ (3):556–570

Russolillo M, Giordano G, Haberman S (2010) Extending the Lee–Carter model: a three-way decomposition. Scand Actuar J (forthcoming)

Spanish National Institute of Statistics (INE) (2009). Tablas de mortalidad, metodología. Technical report, Instituto Nacional de Estadística

Turner H, Firth D (2006) Generalized nonlinear models in: R: an overview of the GNM package. R package version 0.9-1

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)

[-]

recommendations

 

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro completo del ítem