Modeling and Projection Life Expectancy. The Case of the EU Countries

• Autorzy: Grażyna Trzpiot , Justyna Majewska

Warianty tytułu

Modelowanie i projekcja przeciętnego czasu trwania życia na przykładzie krajów UE

• Języki publikacji: EN

Abstrakty

EN

In this article we investigate the latest developments on life expectancy modeling. We review some mortality projection stochastic models and their assumptions, and assess their impact on projections of future life expectancy for selected countries in the EU. More specifically, using the age- and sex-specific data of 20 countries, we compare the point projection accuracy and bias of six principal component methods for the projection of mortality rates and life expectancy. The six methods are variants and extensions of the Lee-Carter method. Based on one-step projection errors, the Renshaw and Haberman method provides the most accurate point projections of male mortality rates and the method is the least biased. The Quadratic CBD model with the cohort effects method performs the best for female mortality. While all methods rather underestimate variability in mortality rates and life expectancy, the Renshaw and Haberman method is the most accurate.(original abstract)

W artykule poruszamy najważniejsze aspekty z zakresu modelowania przeciętnego trwania życia. Dokonujemy przeglądu wybranych stochastycznych modeli i ich założeń oraz ich wpływu na projekcje przeciętnego dalszego trwania życia dla wybranych krajów UE. Na podstawie danych pochodzących z 20 krajów, w podziale na płeć i wiek, porównujemy obciążenia i dokładność punktowej projekcji wskaźnika umieralności i przeciętnego trwania. Sześć analizowanych modeli należy do rodziny modeli Lee-Cartera. Z analizy wynika, że metoda Renshawa i Habermana zapewnia najbardziej dokładne punktowe projekcje wskaźników umieralności dla mężczyzn i najmniejsze obciążenia. Dla kobiet najmniejsze obciążenia i największą dokładność otrzymujemy w wyniku zastosowania metody QCBD.(abstrakt oryginalny)

Słowa kluczowe

EN

Life table; Mortality; Lee-Carter model; Family; Stochastic models

PL

Tablice trwania życia; Umieralność; Model Lee-Cartera; Rodzina; Modele stochastyczne

• Czasopismo: Ekonometria / Uniwersytet Ekonomiczny we Wrocławiu
• Rocznik: 2015
• Numer: nr 4 (50)
• Strony: 196--213

Twórcy

autor

Grażyna Trzpiot

• University of Economics in Katowice, Poland

autor

Justyna Majewska

• University of Economics in Katowice, Poland

Bibliografia

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Identyfikatory

DOI

10.15611/ekt.2015.4.13