Mortality risk assessment through stationary space–time covariance functions |
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| Authors: | F Martínez-Ruiz J Mateu F Montes E Porcu |
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| Institution: | 1. Departament d’Estadística i I. O., Universitat de València, 46100, Burjassot, Spain
2. Department of Mathematics, Universitat Jaume I, 12071, Castellón, Spain
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| Abstract: | Dynamic life tables arise as an alternative to the standard (static) life tables with the aim of incorporating the evolution
of mortality over time. These tables can be considered as a two-way table on a grid equally spaced in either the vertical
(age) or horizontal (year) directions, and the data can be decomposed into a deterministic large-scale variation (trend) plus
a stochastic small-scale variation (residuals). In this context, space–time geostatistical methods can be used for fitting
and predicting the dynamic mortality. We use four different space–time covariance functions for fitting and predicting mortality
in Spain during the period 1980–2005. In particular, we aim at showing the behavior of separable versus nonseparable fitted
structures on one hand, and the behavior of simple structures given by combinations of products and sums versus more complicated
negative structures on the other hand. |
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