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A new inference strategy for general population mortality tables

Author

Listed:
  • Alexandre Boumezoued

    (R&D, Milliman, Paris - Milliman France)

  • Marc Hoffmann

    (CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris sciences et lettres - CNRS - Centre National de la Recherche Scientifique)

  • Paulien Jeunesse

    (CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris sciences et lettres - CNRS - Centre National de la Recherche Scientifique)

Abstract

We propose a new inference strategy for general population mortality tables based on annual population and death estimates, completed by monthly birth counts. We rely on a deterministic population dynamics model and establish formulas that links the death rates to be estimated with the observables at hand. The inference algorithm takes the form of a recursive and implicit scheme for computing death rate estimates. This paper demonstrates both theoretically and numerically the efficiency of using additional monthly birth counts for appropriately computing annual mortality tables. As a main result, the improved mortality estimators show better features, including the fact that previous anomalies in the form of isolated cohort effects disappear, which confirms from a mathematical perspective the previous contributions by Richards (2008), Cairns et al. (2016) and Boumezoued (2016).

Suggested Citation

  • Alexandre Boumezoued & Marc Hoffmann & Paulien Jeunesse, 2018. "A new inference strategy for general population mortality tables," Working Papers hal-01773665, HAL.
    • Handle: RePEc:hal:wpaper:hal-01773665
    Note: View the original document on HAL open archive server: https://hal.science/hal-01773665
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    References listed on IDEAS

    as
    1. Pitacco, Ermanno & Denuit, Michel & Haberman, Steven & Olivieri, Annamaria, 2009. "Modelling Longevity Dynamics for Pensions and Annuity Business," OUP Catalogue, Oxford University Press, number 9780199547272.
    2. Hoffmann, Marc & Olivier, Adélaïde, 2016. "Nonparametric estimation of the division rate of an age dependent branching process," Stochastic Processes and their Applications, Elsevier, vol. 126(5), pages 1433-1471.
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    Cited by:

    1. Alexandre Boumezoued & Amal Elfassihi, 2020. "Mortality data correction in the absence of monthly fertility records," Working Papers hal-02634631, HAL.

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    More about this item

    Keywords

    Mortality tables; general population; statistical inference; population dynamics; cohort effect;
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