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International Cause-Specific Mortality Rates: New Insights From A Cointegration Analysis

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  • Arnold-Gaille, Séverine
  • Sherris, Michael

Abstract

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.

Suggested Citation

  • Arnold-Gaille, Séverine & Sherris, Michael, 2016. "International Cause-Specific Mortality Rates: New Insights From A Cointegration Analysis," ASTIN Bulletin, Cambridge University Press, vol. 46(1), pages 9-38, January.
    • Handle: RePEc:cup:astinb:v:46:y:2016:i:01:p:9-38_00
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    Cited by:

    1. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    2. Arnold, Séverine & Glushko, Viktoriya, 2021. "Cause-specific mortality rates: Common trends and differences," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 294-308.
    3. Li, Han & Li, Hong & Lu, Yang & Panagiotelis, Anastasios, 2019. "A forecast reconciliation approach to cause-of-death mortality modeling," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 122-133.
    4. Jarner, Søren F. & Jallbjørn, Snorre, 2020. "Pitfalls and merits of cointegration-based mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 80-93.
    5. Zhang, Xuanming & Huang, Fei & Hui, Francis K.C. & Haberman, Steven, 2023. "Cause-of-death mortality forecasting using adaptive penalized tensor decompositions," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 193-213.
    6. Andrea Nigri & Elisabetta Barbi & Susanna Levantesi, 2022. "The relationship between longevity and lifespan variation," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 481-493, September.
    7. Andrew J.G. Cairns & Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold & David Blake & Kevin Dowd, 2016. "Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index," CREATES Research Papers 2016-14, Department of Economics and Business Economics, Aarhus University.

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