Modelling residuals dependence in dynamic life tables: A geostatistical approach

A. Debón, F. Montes, J. Mateu, E. Porcu, M. Bevilacqua

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17 Scopus citations

Abstract

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 R × R. 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.

Original languageEnglish
Pages (from-to)3128-3147
Number of pages20
JournalComputational Statistics and Data Analysis
Volume52
Issue number6
DOIs
StatePublished - 20 Feb 2008

Keywords

  • Dynamic life tables
  • Geometric anisotropy
  • Kriging
  • Lee-Carter
  • Median polish
  • Zonal anisotropy

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