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Modeling mortality at old age with time-varying parameters

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  • Pavel Zimmermann

Abstract

Several models of old age mortality with time-varying parameters are expressed in a single formula. In these models, the existence of an age threshold above which mortality increases over time and below which mortality decreases over time is problematic. The conditions of appearance of this threshold are expressed and shown on logistic and exponential models with empirical data. The conditions of appearance of the threshold reflect actual situations in developed countries. Richards’ curve avoids the appearance of the threshold with empirical data.

Suggested Citation

  • Pavel Zimmermann, 2017. "Modeling mortality at old age with time-varying parameters," Mathematical Population Studies, Taylor & Francis Journals, vol. 24(3), pages 172-180, July.
    • Handle: RePEc:taf:mpopst:v:24:y:2017:i:3:p:172-180
    DOI: 10.1080/08898480.2017.1330013
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    References listed on IDEAS

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    1. 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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