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dc.contributor.author | Debón Aucejo, Ana María | es_ES |
dc.contributor.author | Montes, F. | es_ES |
dc.contributor.author | Puig, F | es_ES |
dc.date.accessioned | 2016-02-16T15:26:44Z | |
dc.date.available | 2016-02-16T15:26:44Z | |
dc.date.issued | 2008-09 | |
dc.identifier.issn | 0377-2217 | |
dc.identifier.uri | http://hdl.handle.net/10251/60937 | |
dc.description.abstract | [EN] Experience shows that static life tables overestimate death probabilities. As a consequence of this overestimation the premiums for annuities, pensions and life insurance are not what they actually should be, with negative effects for insurance companies or policy-holders. The reason for this overestimation is that static life tables, through being computed for a specific period of time, cannot take into account the decreasing mortality trend over time. Dynamic life tables overcome this problem by incorporating the influence of the calendar when graduating mortality. Recent papers on the topic look for the development of new methods to deal with this dynamism. Most methods used in dynamic tables are parametric, apply traditional mortality laws and then analyse the evolution of estimated parameters with time series techniques. Our contribution consists in extending and applying Lee–Carter methods to Spanish mortality data, exploring residuals and future trends. | es_ES |
dc.description.sponsorship | This work was partially supported by a grant from MEyC (Ministerio de Educacio´n y Ciencia, Spain, project MTM-2004-06231). The research of Francisco Montes has also been partially supported by a grant from DGITT (Direccio´ General d’Investigacio´ i Transfere`ncia Tecnolo`gica de la Generalitat Valenciana, project GRUPOS03/189). | |
dc.language | Inglés | es_ES |
dc.publisher | Elsevier | es_ES |
dc.relation.ispartof | European Journal of Operational Research | es_ES |
dc.rights | Reserva de todos los derechos | es_ES |
dc.subject | Forecasting | es_ES |
dc.subject | Dynamic life tables | es_ES |
dc.subject | Lee–Carter | es_ES |
dc.subject | Bootstrap confidence intervals | es_ES |
dc.subject.classification | ESTADISTICA E INVESTIGACION OPERATIVA | es_ES |
dc.title | Modelling and forecasting mortality in Spain | es_ES |
dc.type | Artículo | es_ES |
dc.type | Comunicación en congreso | |
dc.identifier.doi | 10.1016/j.ejor.2006.07.050 | |
dc.relation.projectID | info:eu-repo/grantAgreement/MEC//MTM2004-06231/ES/MODELIZACION ESTADISTICA PARA DATOS CON IMPLANTACION ESPACIAL Y EVOLUCION TEMPORAL. APLICACIONES EN TABLAS DINAMICAS DE MORTALIDAD Y POTENCIALES EVOCADOS EN PSICOLOGIA Y NEUROFISIOLOGIA./ | es_ES |
dc.relation.projectID | info:eu-repo/grantAgreement/GVA//GRUPOS03%2F189/ | es_ES |
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.; Montes, F.; Puig, F. (2008). Modelling and forecasting mortality in Spain. European Journal of Operational Research. 189(3):624-637. https://doi.org/10.1016/j.ejor.2006.07.050 | es_ES |
dc.description.accrualMethod | S | es_ES |
dc.relation.conferencename | 3rd Biannual Conference on Operational Research Peripatetic | |
dc.relation.conferencedate | September 06-10, 2005 | |
dc.relation.conferenceplace | Valencia, Spain | |
dc.relation.publisherversion | http://dx.doi.org/10.1016/j.ejor.2006.07.050 | es_ES |
dc.description.upvformatpinicio | 624 | es_ES |
dc.description.upvformatpfin | 637 | es_ES |
dc.type.version | info:eu-repo/semantics/publishedVersion | es_ES |
dc.description.volume | 189 | es_ES |
dc.description.issue | 3 | es_ES |
dc.relation.senia | 33599 | es_ES |
dc.contributor.funder | Ministerio de Educación y Ciencia | |
dc.contributor.funder | Generalitat Valenciana |