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A New inference strategy for general population mortality tables
Recurso electrónico / Electronic resource
MARC record
Tag12Value
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001  MAP20200019046
003  MAP
005  20200604160139.0
008  200604e20200501bel|||p |0|||b|eng d
040  ‎$a‎​MAP‎$b‎​spa‎$d‎​MAP
084  ‎$a‎​6
100  ‎$0‎​MAPA20200013365‎$a‎​Boumezoued, Alexandre ‌
24512‎$a‎​A New inference strategy for general population mortality tables‎$c‎​Alexandre Boumezoued, Marc Hoffmann, Paulien Jeunesse
520  ‎$a‎​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 link 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, Cairns et al., and Boumezoued.
650 4‎$0‎​MAPA20080599300‎$a‎​Tablas de mortalidad ‌
650 4‎$0‎​MAPA20080592011‎$a‎​Modelos actuariales ‌
650 4‎$0‎​MAPA20080579258‎$a‎​Cálculo actuarial ‌
650 4‎$0‎​MAPA20080553128‎$a‎​Algoritmos ‌
650 4‎$0‎​MAPA20080552183‎$a‎​Población ‌
7001 ‎$0‎​MAPA20200013402‎$a‎​Hoffmann, Marc ‌
7001 ‎$0‎​MAPA20200013419‎$a‎​Jeunesse, Paulien ‌
7730 ‎$w‎​MAP20077000420‎$t‎​Astin bulletin‎$d‎​Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎​0515-0361‎$g‎​01/05/2020 Volumen 50 Número 2 - mayo 2020 , p. 325-356