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Fitting multi-population mortality models to socio-economic groups
Annals of Actuarial Science ( IF 1.5 ) Pub Date : 2020-07-14 , DOI: 10.1017/s1748499520000184
Jie Wen , Andrew J.G. Cairns , Torsten Kleinow

We compare results for 12 multi-population mortality models fitted to 10 distinct socio-economic groups in England, subdivided using the Index of Multiple Deprivation. Using the Bayes Information Criterion to compare models, we find that a special case of the common age effect (CAE) model fits best in a variety of situations, achieving the best balance between goodness of fit and parsimony. We provide a detailed discussion of key models to highlight which features are important. Group-specific period effects are found to be more important than group-specific age effects, and non-parametric age effects deliver significantly better results than parametric (e.g. linear) age effects. We also find that the addition of cohort effects is beneficial in some cases but not all. The preferred CAE model has the additional benefit of being coherent in the sense of Hyndman et al. ((2013) Demography50(1), 261–283); some of the other models considered are not.

中文翻译:

将多人口死亡率模型拟合到社会经济群体

我们比较了适用于英格兰 10 个不同社会经济群体的 12 个多人口死亡率模型的结果,并使用多重剥夺指数进行细分。使用贝叶斯信息准则比较模型,我们发现共同年龄效应(CAE)模型的一个特例在各种情况下都最适合,在拟合优度和简约性之间取得了最佳平衡。我们对关键模型进行了详细讨论,以突出哪些特征很重要。发现特定群体的时期效应比特定群体的年龄效应更重要,并且非参数年龄效应比参数(例如线性)年龄效应提供显着更好的结果。我们还发现,在某些情况下,添加群组效应是有益的,但并非全部。等人. ((2013)人口统计50(1), 261–283); 考虑的其他一些模型不是。
更新日期:2020-07-14
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