
A new inference strategy for general population mortality tables
Boumezoued, Alexandre; Hoffmann, Marc; Jeunesse, Paulien (2018), A new inference strategy for general population mortality tables. https://basepub.dauphine.fr/handle/123456789/17972
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Type
Document de travail / Working paperExternal document link
https://hal.archives-ouvertes.fr/hal-01773665Date
2018Series title
Cahier de recherche CEREMADE, Université Paris-DauphinePages
22
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Show full item recordAuthor(s)
Boumezoued, AlexandreR&D, Milliman, Paris
Hoffmann, Marc
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Jeunesse, Paulien
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
We propose a new inference strategy for general population mortality tables based on annual population and death estimates, completed by monthly birth counts. We rely on a deterministic population dynamics model and establish formulas that links the death rates to be estimated with the observables at hand. The inference algorithm takes the form of a recursive and implicit scheme for computing death rate estimates. This paper demonstrates both theoretically and numerically the efficiency of using additional monthly birth counts for appropriately computing annual mortality tables. As a main result, the improved mortality estimators show better features, including the fact that previous anomalies in the form of isolated cohort effects disappear, which confirms from a mathematical perspective the previous contributions by Richards (2008), Cairns et al. (2016) and Boumezoued (2016).Subjects / Keywords
Mortality tables; general population; statistical inference; population dynamics; cohort effectRelated items
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