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A new inference strategy for general population mortality tables

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Stat_Pop_App_vF(1).pdf (699.8Kb)
Date
2018
Publishing date
04-2018
Collection title
Cahier de recherche CEREMADE, Université Paris-Dauphine
Link to item file
https://hal.archives-ouvertes.fr/hal-01773665
Dewey
Probabilités et mathématiques appliquées
Sujet
Mortality tables; general population; statistical inference; population dynamics; cohort effect
URI
https://basepub.dauphine.fr/handle/123456789/17972
Collections
  • CEREMADE : Publications
Metadata
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Author
Boumezoued, Alexandre
88815 R&D, Milliman, Paris
Hoffmann, Marc
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Jeunesse, Paulien
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Type
Document de travail / Working paper
Item number of pages
22
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).

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