Suavizamiento controlado de tasas de mortalidad con P-splines: Aplicaciones para México y el Reino Unido = Smoothing controlled mortality rates P-splines: Applications to Mexico and the United Kingdom Articles uri icon

publication date

  • March 2014

start page

  • 99

end page

  • 131

issue

  • 79

volume

  • 20

international standard serial number (ISSN)

  • 1405-7425

abstract

  • An original method is presented to control smoothness when estimating mortality rates in a two-dimensional context of ages and years with a P-spline perspective. The analyst can choose a desired percentage of smoothness for the dimension of age, the dimension of year or both, thus obtaining smoothed trends of mortality rates that are comparable for different datasets. To that end, some indices that relate the desired smoothness with the smoothness parameters are proposed. Some theoretical results that lend support to the indices as well as some numerical aspects are also mentioned. The proposed method is illustrated with vital statistics data from the Mexican national institute of statistics and from the UK Continuous Mortality Investigation Bureau.Disponible en: http://www.scopus.com/record/display.url?eid=2-s2.0-84902961969&origin=inward&txGid=F0F85D89513FE7FCDA056FF23011412B.iqs8TDG0Wy6BURhzD3nFA%3a48

keywords

  • comparability; index of smoothness; generalized least squares; mean squared error; smoothness parameter; forecasting mortality; models