Trends in Mortality Decrease and Economic Growth.

The vast literature on extrapolative stochastic mortality models focuses mainly on the extrapolation of past mortality trends and summarizes the trends by one or more latent factors. However, the interpretation of these trends is typically not very clear. On the other hand, explanation methods are t...

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Publicado en:Demography (Springer Nature) Vol. 51; no. 5; pp. 1755 - 1774
Autores principales: Niu, Geng, Melenberg, Bertrand
Formato: Artículo
Publicado: Springer Nature Oct2014
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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      pub: Springer Nature
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        10.1007/s13524-014-0328-3
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          Niu, Geng
          Melenberg, Bertrand
      su:
        Mortality
        Longevity
        Economic development
        Economics
        Gross domestic product
        Mortality -- Mathematical models
      sug:
        subj:
          Mortality
          Longevity
          Economic development
          Economics
          Gross domestic product
          Mortality -- Mathematical models
      keyword:
        GDP per capita
        Lee-Carter model
        GDP per capita
        Lee-Carter model
      ab: The vast literature on extrapolative stochastic mortality models focuses mainly on the extrapolation of past mortality trends and summarizes the trends by one or more latent factors. However, the interpretation of these trends is typically not very clear. On the other hand, explanation methods are trying to link mortality dynamics with observable factors. This serves as an intermediate step between the two methods. We perform a comprehensive analysis on the relationship between the latent trend in mortality dynamics and the trend in economic growth represented by gross domestic product (GDP). Subsequently, the Lee-Carter framework is extended through the introduction of GDP as an additional factor next to the latent factor, which provides a better fit and better interpretable forecasts.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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