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La modelización de los cambios en la longevidad de la población del País Vasco y su estimación futura

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  • Amaia Jone BETZUEN ÁLVAREZ
  • Amancio BETZUEN ZALBIDEGOITIA

Abstract

El objetivo de este trabajo es estimar la tendencia futura de la mortalidad de la población del País Vasco a través de la mejora de la mortalidad y para el periodo 1991-2013, para el cual el estudio es validable. La investigación se realiza a través de un modelo estocástico bietápico al que realizamos dos aportaciones. Por un lado, una supervisada información inicial que posibilitará pronosticar mejor el envejecimiento de la población del País Vasco bajo los criterios de Solvencia II. Y por otro, en la estimación se incluye una variante en la extensión del parámetro del tiempo de calendario mediante una regresión logarítmico lineal en vez de la conocida “random walk with drift”. The aim of this paper is to estimate the future trend of the Basque population´s mortality focusing on its improvement for the period 1991-2013 for which the study is validable. The research involves the use of a two-stage stochastic model graduation, for which we add two contributions. On the one hand, supervised initial information will help in forecasting the ageing of Basque Country´s population under Solvency II guidelines. On the other hand, when estimating, a variant is included in the extension of the calendar time´s parameter using a logarithmic-linear regression, rather than the known "random walk with drift".

Suggested Citation

  • Amaia Jone BETZUEN ÁLVAREZ & Amancio BETZUEN ZALBIDEGOITIA, 2015. "La modelización de los cambios en la longevidad de la población del País Vasco y su estimación futura," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 24(2), pages 45-54.
  • Handle: RePEc:sdo:regaec:v:24:y:2015:i:2_4
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    Keywords

    Medida de la mejora de mortalidad; Estimación futura del envejecimiento; Riesgo de supervivencia; Población del País Vasco y EPSVs. Longevity improvements measure; Forecasting aging; Survivor risk; Basque Country Population; and Voluntary Social Welfare Entities (EPSVs).;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

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