Centro de Documentacion de Fundación MAPFRE - A New inference strategy for general population mortality tables

MAP20200019046

A New inference strategy for general population mortality tables / Alexandre Boumezoued, Marc Hoffmann, Paulien Jeunesse

Sumario: 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

En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/05/2020 Volumen 50 Número 2 - mayo 2020 , p. 325-356

1. Tablas de mortalidad . 2. Modelos actuariales . 3. Cálculo actuarial . 4. Algoritmos . 5. Población . I. Hoffmann, Marc . II. Jeunesse, Paulien . III. Título.