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Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death

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  • Gbari, Kock Yed Ake Samuel
  • Poulain, Michel
  • Dal, Luc
  • Denuit, Michel

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  • Gbari, Kock Yed Ake Samuel & Poulain, Michel & Dal, Luc & Denuit, Michel, 2016. "Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death," LIDAM Discussion Papers ISBA 2016012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2016012
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    References listed on IDEAS

    as
    1. Neves, Claudia & Fraga Alves, M. I., 2004. "Reiss and Thomas' automatic selection of the number of extremes," Computational Statistics & Data Analysis, Elsevier, vol. 47(4), pages 689-704, November.
    2. John H. J. Einmahl & Sander G. W. R. Smeets, 2011. "Ultimate 100‐m world records through extreme‐value theory," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 32-42, February.
    3. Ana Cebrián & Michel Denuit & Philippe Lambert, 2003. "Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database," North American Actuarial Journal, Taylor & Francis Journals, vol. 7(3), pages 18-36.
    4. Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391.
    5. Leonid Gavrilov & Natalia Gavrilova, 2011. "Mortality Measurement at Advanced Ages," North American Actuarial Journal, Taylor & Francis Journals, vol. 15(3), pages 432-447.
    6. Johnny Siu-Hang Li & Mary Hardy & Ken Seng Tan, 2008. "Threshold Life Tables and Their Applications," North American Actuarial Journal, Taylor & Francis Journals, vol. 12(2), pages 99-115.
    7. Kathryn Watts & Debbie Dupuis & Bruce Jones, 2006. "An Extreme Value Analysis Of Advanced Age Mortality Data," North American Actuarial Journal, Taylor & Francis Journals, vol. 10(4), pages 162-178.
    8. MacDonald, A. & Scarrott, C.J. & Lee, D. & Darlow, B. & Reale, M. & Russell, G., 2011. "A flexible extreme value mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2137-2157, June.
    9. repec:cai:popine:popu_p2001_13n1_0138 is not listed on IDEAS
    10. Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
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