Centro de Documentación de Fundación MAPFRE - International cause-specific mortality rates : new insights from a cointegration analysis

MAP20160023800

International cause-specific mortality rates : new insights from a cointegration analysis / Séverine Arnold-Gaille, Michael Sherris

Sumario: This paper applies cointegration techniques, developed in econometrics to model long-run relationships, to cause-of-death data. We analyze the five main causes of death across five major countries, including USA, Japan, France, England & Wales and Australia. Our analysis provides a better understanding of the long-run equilibrium relationships between the five main causes of death, providing new insights into similarities and differences in trends. The results identify for the first time similarities between countries and genders that are consistent with past studies on the aging processes by biologists and demographers. The insights from biological theory on aging are found to be reflected in the cointegrating relations in all of the countries included in the study

En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/01/2016 Volumen 46 Número 1 - enero 2016 , p. 9-38

1. Esperanza de vida . 2. Causas de la mortalidad . 3. Mortalidad . 4. Estudios de investigación . 5. Envejecimiento de la población . 6. Dependencia . 7. Modelos actuariales . 8. Edad biológica . 9. Estados Unidos . 10. Japón . 11. Francia . 12. Australia . 13. Reino Unido . I. Sherris, Michael . II. Título.