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Graphical Goodness-of-Fit test for mortality models
Mathematical Population Studies ( IF 1.8 ) Pub Date : 2018-07-03 , DOI: 10.1080/08898480.2018.1477381
María Luz Gámiz 1 , María Dolores Martinez-Miranda 1, 2 , Rocío Raya-Miranda 1
Affiliation  

ABSTRACT Candidate parametric mortality models are tested graphically. If the model is correct, the transformed data are distributed exponentially. The graphical test is based on scale and space inference. It involves smoothing of the hazard rate and simultaneous confidence intervals. It is applied to a frailty model used to set annuity reserves. Simulation and the comparison with other non-graphical tests shows that the graphical test helps localize discrepancies of empirical data with respect to the tested model.

中文翻译:

死亡率模型的图形拟合优度检验

摘要 以图形方式测试候选参数死亡率模型。如果模型正确,则转换后的数据呈指数分布。图形测试基于比例和空间推断。它涉及风险率和同时置信区间的平滑。它适用于用于设置年金准备金的脆弱模型。模拟和与其他非图形测试的比较表明,图形测试有助于定位经验数据与测试模型的差异。
更新日期:2018-07-03
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