6533b861fe1ef96bd12c4356
RESEARCH PRODUCT
Modelling residuals dependence in dynamic life tables: A geostatistical approach
Emilio PorcuJorge MateuFrancisco MontesMoreno BevilacquaAna Debónsubject
Statistics and ProbabilityRandom fieldApplied MathematicsZonal anisotropyContext (language use)Median polishCovarianceCross-validationLee-CarterGaussian random fieldDynamic life tablesComputational MathematicsKrigingComputational Theory and MathematicsGoodness of fitKrigingStatisticsGeometric anisotropyMathematicsInterpolationdescription
The problem of modelling dynamic mortality tables is considered. In this context, the influence of age on data graduation needs to be properly assessed through a dynamic model, as mortality progresses over the years. After detrending the raw data, the residuals dependence structure is analysed, by considering them as a realisation of a homogeneous Gaussian random field defined on R × R. This setting allows for the implementation of geostatistical techniques for the estimation of the dependence and further interpolation in the domain of interest. In particular, a complex form of interaction between age and time is considered, by taking into account a zonally anisotropic component embedded into a nonseparable covariance structure. The estimated structure is then used for prediction of mortality rates, and goodness-of-fit testing is performed through some cross-validation techniques. Comments on validity and interpretation of the results are given. © 2007 Elsevier B.V. All rights reserved.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2008-02-01 |