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Stochastyczne modelowanie intensywności zgonów na przykładzie Polski

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  • Kamil Jodź

    (Uniwersytet Przyrodniczy we Wrocławiu)

Abstract

W artykule zostaną przedstawione różne sposoby stochastycznego modelowania polskiej intensywności zgonów. Zaprezentowane zostaną dwa, popularne w ostatnich latach podejścia- model Lee-Cartera oraz model Renshaw-Habermana. Za pomocą powyższych modeli można uchwycić efekt starzenia się populacji związany zarówno z latami kalendarzowymi, jak i z generacją (kohortą), do której należą badane osoby. Zaletą tych modeli jest również możliwość ekstrapolacji poszczególnych oszacowanych składników. Pozwala to na stworzenie dla Polski prognoz intensywności zgonów. W artykule zostanie również zaprezentowane porównanie powyższych modeli oszacowanych na podstawie polskich danych oraz analiza dalszego trwania życia. Badania zostały przeprowadzone dla obu płci.

Suggested Citation

  • Kamil Jodź, 2013. "Stochastyczne modelowanie intensywności zgonów na przykładzie Polski," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 31, pages 199-213.
    • Handle: RePEc:sgh:annals:i:31:y:2013:p:199-213
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    References listed on IDEAS

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    1. Plat, Richard, 2009. "On stochastic mortality modeling," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 393-404, December.
    2. Renshaw, A.E. & Haberman, S., 2006. "A cohort-based extension to the Lee-Carter model for mortality reduction factors," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 556-570, June.
    3. Brouhns, Natacha & Denuit, Michel & Vermunt, Jeroen K., 2002. "A Poisson log-bilinear regression approach to the construction of projected lifetables," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 373-393, December.
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