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Modelling residuals dependence in dynamic life tables: A geostatistical approach


  • Debon, A.
  • Montes, F.
  • Mateu, J.
  • Porcu, E.
  • Bevilacqua, M.


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 . 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.

Suggested Citation

  • Debon, A. & Montes, F. & Mateu, J. & Porcu, E. & Bevilacqua, M., 2008. "Modelling residuals dependence in dynamic life tables: A geostatistical approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3128-3147, February.
  • Handle: RePEc:eee:csdana:v:52:y:2008:i:6:p:3128-3147

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    References listed on IDEAS

    1. Booth, Heather, 2006. "Demographic forecasting: 1980 to 2005 in review," International Journal of Forecasting, Elsevier, vol. 22(3), pages 547-581.
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    4. Felipe, A. & Guillen, M. & Perez-Marin, A. M., 2002. "Recent Mortality Trends in the Spanish Population," British Actuarial Journal, Cambridge University Press, vol. 8(04), pages 757-786, October.
    5. Hyndman, Rob J. & Shahid Ullah, Md., 2007. "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4942-4956, June.
    6. Brouhns, Natacha & Denuit, Michel & Vermunt, Jeroen K., 2002. "A Poisson log-bilinear regression approach to the construction of projected lifetables," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 373-393, December.
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