Artikel
Common factor cause-specific mortality model
Recent pension reforms in Europe have implemented a link between retirement age and life expectancy. The accurate forecast of life tables and life expectancy is hence paramount for governmental policy and financial institutions. We developed a multi-population mortality model which includes a cause-specific environment using Archimedean copulae to model dependence between various groups of causes of death. For this, Dutch data on cause-of-death mortality and cause-specific mortality data from 14 comparable European countries were used. We find that the inclusion of a common factor to a cause-specific mortality context increases the robustness of the forecast and we underline that cause-specific mortality forecasts foresee a more pessimistic mortality future than general mortality models. Overall, we find that this non-trivial extension is robust to the copula specification for commonly chosen dependence parameters.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Risks ; ISSN: 2227-9091 ; Volume: 9 ; Year: 2021 ; Issue: 12 ; Pages: 1-30 ; Basel: MDPI
cause of death
common factor
Archimedean copula
population dynamics
Alonso-García, Jennifer
- DOI
-
doi:10.3390/risks9120221
- Handle
- Letzte Aktualisierung
-
12.07.2024, 13:21 MESZ
Objekttyp
- Artikel
Beteiligte
- Zittersteyn, Geert
- Alonso-García, Jennifer
- MDPI
Entstanden
- 2021
Ähnliche Objekte (12)
Socioeconomic patterns and determinants of adult mortality due to external-causes in India: Analysis of nationally-representative, population-based survey data
Education, Cognitive Ability and Cause-Specific Mortality: A Structural Approach
Rural Mortality from External Causes in Russian Regions
Socioeconomic Environment and Mortality: A two-level Decomposition by Sex and Cause of Death
The contributions of diseases to increasing educational mortality differential in Austria
Modal lifespan and disparity at older ages by leading causes of death: a Canada-U.S. comparison
Dread disease and cause-specific mortality: Exploring new forms of insured loans
Socioeconomic Environment and Mortality: A two-level Decomposition by Sex and Cause of Death
The impact of early life economic conditions on cause-specific mortality during adulthood
Mortality in Sub-Saharan Africa: What is Killing Adults Aged 15-59 Years in Zambia?
Credible regression approaches to forecast mortality for populations with limited data
Experience prospective life-tables for the Algerian retirees
Socioeconomic patterns and determinants of adult mortality due to external-causes in India: Analysis of nationally-representative, population-based survey data
Education, Cognitive Ability and Cause-Specific Mortality: A Structural Approach
Rural Mortality from External Causes in Russian Regions
Socioeconomic Environment and Mortality: A two-level Decomposition by Sex and Cause of Death
The contributions of diseases to increasing educational mortality differential in Austria
Modal lifespan and disparity at older ages by leading causes of death: a Canada-U.S. comparison
Dread disease and cause-specific mortality: Exploring new forms of insured loans
Socioeconomic Environment and Mortality: A two-level Decomposition by Sex and Cause of Death
The impact of early life economic conditions on cause-specific mortality during adulthood
Mortality in Sub-Saharan Africa: What is Killing Adults Aged 15-59 Years in Zambia?
Credible regression approaches to forecast mortality for populations with limited data
Experience prospective life-tables for the Algerian retirees
Socioeconomic patterns and determinants of adult mortality due to external-causes in India: Analysis of nationally-representative, population-based survey data
Education, Cognitive Ability and Cause-Specific Mortality: A Structural Approach
Rural Mortality from External Causes in Russian Regions
Socioeconomic Environment and Mortality: A two-level Decomposition by Sex and Cause of Death
The contributions of diseases to increasing educational mortality differential in Austria
Modal lifespan and disparity at older ages by leading causes of death: a Canada-U.S. comparison
Dread disease and cause-specific mortality: Exploring new forms of insured loans
Socioeconomic Environment and Mortality: A two-level Decomposition by Sex and Cause of Death
The impact of early life economic conditions on cause-specific mortality during adulthood
Mortality in Sub-Saharan Africa: What is Killing Adults Aged 15-59 Years in Zambia?
Credible regression approaches to forecast mortality for populations with limited data