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A new inference strategy for general population mortality tables

hal.structure.identifierR&D, Milliman, Paris
dc.contributor.authorBoumezoued, Alexandre*
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorHoffmann, Marc*
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorJeunesse, Paulien*
dc.date.accessioned2018-09-06T13:22:28Z
dc.date.available2018-09-06T13:22:28Z
dc.date.issued2018
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17972
dc.language.isoenen
dc.subjectMortality tablesen
dc.subjectgeneral populationen
dc.subjectstatistical inferenceen
dc.subjectpopulation dynamicsen
dc.subjectcohort effecten
dc.subject.ddc519en
dc.titleA new inference strategy for general population mortality tablesen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe 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).en
dc.identifier.citationpages22en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01773665en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.identifier.citationdate2018-04
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2018-09-06T13:16:06Z
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