MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX

被引：26

作者：

Cairns, Andrew J. G. ^{[1
,2
]}

Kallestrup-Lamb, Malene ^{[3
]}

Rosenskjold, Carsten ^{[3
]}

Blake, David ^{[4
]}

Dowd, Kevin ^{[5
]}

机构：

[1] Maxwell Inst Math Sci, Edinburgh EH9 3FD, Midlothian, Scotland

[2] Heriot Watt Univ, Dept Actuarial Math & Stat, Edinburgh EH14 4AS, Midlothian, Scotland

[3] Aarhus Univ, Dept Econ & Business Econ, Ctr Res Econometr Anal Time Series CREATES, Fuglesangs Alle 4, DK-8210 Aarhus V, Denmark

[4] City Univ London, Cass Business Sch, Pens Inst, London EC1Y 8TZ, England

[5] Univ Durham, Business Sch, Durham DH1 3LB, England

来源：

ASTIN BULLETIN | 2019年 / 49卷 / 03期

基金：

新加坡国家研究基金会;

关键词：

Affluence index; Danish mortality data; CBD-X model; gravity model; multipopulation mortality modelling; forward correlation term structure; STOCHASTIC MORTALITY; UNITED-STATES; LEE-CARTER; LIFE EXPECTANCY; BASIS RISK; LONGEVITY;

D O I：

10.1017/asb.2019.14

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We introduce a new modelling framework to explain socio-economic differences in mortality in terms of an affluence index that combines information on individual wealth and income. The model is illustrated using data on older Danish males over the period 1985-2012 reported in the Statistics Denmark national register database. The model fits the historical mortality data well, captures their key features, generates smoothed death rates that allow us to work with a larger number of sub-groups than has previously been considered feasible, and has plausible projection properties.

引用

页码：555 / 590

页数：36

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