IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-00593874.html
   My bibliography  Save this paper

Hétérogénéité : mesure du risque d'estimation dans le cas d'une modélisation intégrant des facteurs observables

Author

Listed:
  • Aymric Kamega

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

  • Frédéric Planchet

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

Abstract

Cette étude présente une mesure du risque d'estimation pour deux exemples de modèles intégrant l'hétérogénéité à partir de variables explicatives observables. En particulier, il s'agit ici de montrer que le choix de tels modèles pour prendre en compte l'hétérogénéité permet de limiter le niveau du risque d'estimation.

Suggested Citation

  • Aymric Kamega & Frédéric Planchet, 2011. "Hétérogénéité : mesure du risque d'estimation dans le cas d'une modélisation intégrant des facteurs observables," Post-Print hal-00593874, HAL.
    • Handle: RePEc:hal:journl:hal-00593874
    Note: View the original document on HAL open archive server: https://hal.science/hal-00593874
    as

    Download full text from publisher

    File URL: https://hal.science/hal-00593874/document
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.
    2. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.
    3. John Bongaarts & Griffith Feeney, 2002. "How Long Do We Live?," Population and Development Review, The Population Council, Inc., vol. 28(1), pages 13-29, March.
    4. James W. Vaupel, 2002. "Life Expectancy at Current Rates vs. Current Conditions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 7(8), pages 365-378.
    5. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kenneth W. Wachter, 2005. "Tempo and its Tribulations," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 13(9), pages 201-222.
    2. James W. Vaupel & Trifon Missov, 2014. "Unobserved population heterogeneity," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 31(22), pages 659-686.
    3. Robert Schoen & Vladimir Canudas-Romo, 2005. "Changing mortality and average cohort life expectancy," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 13(5), pages 117-142.
    4. James W. Vaupel, 2009. "Lively Questions for Demographers about Death at Older Ages," Population and Development Review, The Population Council, Inc., vol. 35(2), pages 347-356, June.
    5. Hisashi Inaba, 2007. "Effects of Age Shift on the Tempo and Quantum of Non-Repeatable Events," Mathematical Population Studies, Taylor & Francis Journals, vol. 14(3), pages 131-168.
    6. Marc Luy, 2006. "Mortality tempo-adjustment," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 15(21), pages 561-590.
    7. Maxim S. Finkelstein, 2003. "Age correspondence for different mortality regimes with and without the change point," MPIDR Working Papers WP-2003-039, Max Planck Institute for Demographic Research, Rostock, Germany.
    8. Shripad Tuljapurkar & Ryan Edwards, 2011. "Variance in death and its implications for modeling and forecasting mortality," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 24(21), pages 497-526.
    9. Ørnulf Borgan & Nico Keilman, 2019. "Do Japanese and Italian Women Live Longer than Women in Scandinavia?," European Journal of Population, Springer;European Association for Population Studies, vol. 35(1), pages 87-99, February.
    10. Finkelstein, Maxim, 2013. "Lifesaving, delayed deaths and cure in mortality modeling," Theoretical Population Biology, Elsevier, vol. 83(C), pages 15-19.
    11. James W. Vaupel, 2005. "Lifesaving, lifetimes and lifetables," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 13(24), pages 597-614.
    12. James W. Vaupel, 2002. "Life Expectancy at Current Rates vs. Current Conditions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 7(8), pages 365-378.
    13. Maxim Finkelstein, 2012. "Discussing the Strehler-Mildvan model of mortality," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 26(9), pages 191-206.
    14. Marc Luy, 2005. "The importance of mortality tempo-adjustment: theoretical and empirical considerations," MPIDR Working Papers WP-2005-035, Max Planck Institute for Demographic Research, Rostock, Germany.
    15. Booth, Heather, 2006. "Demographic forecasting: 1980 to 2005 in review," International Journal of Forecasting, Elsevier, vol. 22(3), pages 547-581.
    16. Bagdonavicius, Vilijandas & Nikulin, Mikhail, 2000. "On goodness-of-fit for the linear transformation and frailty models," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 177-188, April.
    17. Yahia Salhi & Pierre-Emmanuel Thérond, 2016. "Age-Specific Adjustment of Graduated Mortality," Working Papers hal-01391285, HAL.
    18. Feehan, Dennis & Wrigley-Field, Elizabeth, 2020. "How do populations aggregate?," SocArXiv 2fkw3, Center for Open Science.
    19. M. K. Lintu & Asha Kamath, 2022. "Performance of recurrent event models on defect proneness data," Annals of Operations Research, Springer, vol. 315(2), pages 2209-2218, August.
    20. Il Do Ha & Maengseok Noh & Youngjo Lee, 2010. "Bias Reduction of Likelihood Estimators in Semiparametric Frailty Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(2), pages 307-320, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-00593874. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.