IDEAS home Printed from https://ideas.repec.org/a/taf/applec/v35y2003i3p285-291.html
   My bibliography  Save this article

Changes in mortality: gender and international comparisons

Author

Listed:
  • Yaffa Machnes

Abstract

Changes in mortality risks are measured according to a statistical criterion. This criterion helps to identify the desired reduction in age-specific mortality risk. During the last four decades, a survey of 15 industrialized countries showed that changes in age-specific mortality rates pointed towards age groups whose reduction in mortality deviated from the optimal shift. Further observations showed consistent differences between the different gender groups and also found a country specific shift. This research found that richer countries displayed less systematic changes.

Suggested Citation

  • Yaffa Machnes, 2003. "Changes in mortality: gender and international comparisons," Applied Economics, Taylor & Francis Journals, vol. 35(3), pages 285-291.
    • Handle: RePEc:taf:applec:v:35:y:2003:i:3:p:285-291
    DOI: 10.1080/00036840210146672
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/00036840210146672
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/00036840210146672?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Eeckhoudt, Louis & Gollier, Christian, 1995. "Demand for Risky Assets and the Monotone Probability Ratio Order," Journal of Risk and Uncertainty, Springer, vol. 11(2), pages 113-122, September.
    2. Ormiston Michael B. & Schlee Edward E., 1993. "Comparative Statics under Uncertainty for a Class of Economic Agents," Journal of Economic Theory, Elsevier, vol. 61(2), pages 412-422, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Robert Chambers & John Quiggin, 2007. "Information value and efficiency measurement for risk-averse firms," Journal of Productivity Analysis, Springer, vol. 27(3), pages 197-208, June.
    2. Susan Athey, 2002. "Monotone Comparative Statics under Uncertainty," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(1), pages 187-223.
    3. Christian Gollier, 2011. "Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(4), pages 1329-1344.
    4. Jean-Paul Chavas, 2012. "On learning and the economics of firm efficiency: a state-contingent approach," Journal of Productivity Analysis, Springer, vol. 38(1), pages 53-62, August.
    5. Suyeol Ryu & Iltae Kim & Soo-Jong Kim, 2010. "Comparative Statics under Uncertainty with the Monotone Probability Ratio Order Revisited," Korean Economic Review, Korean Economic Association, vol. 26, pages 203-222.
    6. Andrew B. Bernard & Yuan Zi, 2022. "Sparse Production Networks," NBER Working Papers 30496, National Bureau of Economic Research, Inc.
    7. Jouini, E. & Napp, C., 2008. "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3682-3694, November.
    8. Gollier, Christian & Schlesinger, Harris, 2002. "Changes in risk and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
    9. Hippolyte d’Albis & Emmanuel Thibault, 2018. "Ambiguous life expectancy and the demand for annuities," Theory and Decision, Springer, vol. 85(3), pages 303-319, October.
    10. Gollier, Christian, 2004. "Optimal Positive Thinking and Decisions under Risk," IDEI Working Papers 268, Institut d'Économie Industrielle (IDEI), Toulouse.
    11. Li, Xiaohu & Da, Gaofeng & Zhao, Peng, 2010. "On reversed hazard rate in general mixture models," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 654-661, April.
    12. Campbell, T. Colin & Gallmeyer, Michael & Johnson, Shane A. & Rutherford, Jessica & Stanley, Brooke W., 2011. "CEO optimism and forced turnover," Journal of Financial Economics, Elsevier, vol. 101(3), pages 695-712, September.
    13. Takashi Nishiwaki, 2020. "Does Ambiguity Generate Demand for Options?," Working Papers 2011, Waseda University, Faculty of Political Science and Economics.
    14. Dachraoui, K. & Dionne, G., 1998. "Portfolio Response to a Shift in a Return Distribution: Comment," Ecole des Hautes Etudes Commerciales de Montreal- 98-08, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
    15. Arthur Snow, 2000. "LeChatelier Effects for the Competitive Firm under Price Uncertainty," Southern Economic Journal, John Wiley & Sons, vol. 66(3), pages 715-728, January.
    16. Gollier, Christian, 1993. "Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order," Working Papers 014, Risk and Insurance Archive.
    17. Lars J. Olson & Santanu Roy, 2005. "On Prevention and Control of an Uncertain Biological Invasion ," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 27(3), pages 491-497.
    18. Sergi Basco & Martí Mestieri, 2019. "The world income distribution: the effects of international unbundling of production," Journal of Economic Growth, Springer, vol. 24(2), pages 189-221, June.
    19. Wagner, Peter A., 2018. "Who goes first? Strategic delay under information asymmetry," Theoretical Economics, Econometric Society, vol. 13(1), January.
    20. Machnes, Yaffa, 1995. "Deductible insurance and production," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 119-123, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:applec:v:35:y:2003:i:3:p:285-291. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAEC20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.