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Construction of life tables/SchÄtzen von bestandscharakterisierenden sterblichkeiten

Pichler, Alois 1997. Construction of life tables/SchÄtzen von bestandscharakterisierenden sterblichkeiten. Blätter der DGVFM 23 (2) , pp. 107-119. 10.1007/BF02808245

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Abstract

There are various different techniques described in literature to develop company specific life tables using crude mortalities as a starting point. These crude values often fluctuate from one age interval to the next very highly, thus additional smoothing techniques are required to get a useful life table. These smoothing techniques are often chosen in a way to reflect more or less the statistical behavior. In this paper we have chosen a completely different access to the problem of estimating mortalities. At first the problem is reduced to the purely statistical problem of density estimation. The second part of the paper deals with density estimation: an estimator which seems to be adjusted to the situation is established. The final part gives an application of the technique elaborated by using table 3 of [Loebus 94]. The results can be compared with those that have been derived in [Rieder 96]. In another application we demonstrate that the method is even useful in the situation of extremely sparse data — the results in this case are very useful and in accordance with the results achieved using other techniques.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Publisher: Springer-Verlag
ISSN: 0012-0200
Last Modified: 15 Nov 2016 05:51
URI: http://orca.cf.ac.uk/id/eprint/91102

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