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2016-06-21Buch DOI: 10.18452/4632
A Mortality Model forMulti-populations
dc.contributor.authorFang, Lei
dc.contributor.authorHärdle, Wolfgang Karl
dc.contributor.authorPark, Juhyun
dc.date.accessioned2017-06-16T01:25:57Z
dc.date.available2017-06-16T01:25:57Z
dc.date.created2017-02-07
dc.date.issued2016-06-21
dc.date.submitted2016-06-21
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/5284
dc.description.abstractMortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing mortality rate is a time-varying indicator curve. Our main interest lies in validating the existence of the common trends among these curves, the similar gender differences and their variability in location among the curves at the national level. Motivated by the empirical findings, we make the study of estimating and forecasting mortality rates based on a semi-parametric approach, which is applied to multiple curves with the shape-related nonlinear variation. This approach allows us to capture the common features contained in the curve functions and meanwhile provides the possibility to characterize the nonlinear variation via a few deviation parameters. These parameters carry an instructive summary of the time-varying curve functions and can be further used to make a suggestive forecast analysis for countries with barren data sets. In this research the model is illustrated with mortality rates of Japan and China, and extended to incorporate more countries. All numerical procedures are transparent and reproduced on www.quantlet.de.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectMortalityeng
dc.subjectNonparametric smoothingeng
dc.subjectParametric modelingeng
dc.subjectCommon trendeng
dc.subjectLee-Carter methodeng
dc.subjectMulti-populationseng
dc.subject.ddc310 Statistik
dc.subject.ddc330 Wirtschaft
dc.titleA Mortality Model forMulti-populations
dc.typebook
dc.subtitleA Semi-Parametric Approach
dc.identifier.urnurn:nbn:de:kobv:11-100243719
dc.identifier.doihttp://dx.doi.org/10.18452/4632
local.edoc.container-titleSonderforschungsbereich 649: Ökonomisches Risiko
local.edoc.pages31
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2016
local.edoc.container-issue23
local.edoc.container-year2016
local.edoc.container-erstkatid2195055-6

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