International Cause-Specific Mortality Rates: New Insights from a Cointegration Analysis

Details

Serval ID
serval:BIB_DE18F71EF4D6
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
International Cause-Specific Mortality Rates: New Insights from a Cointegration Analysis
Journal
ASTIN Bulletin: The Journal of the International Actuarial Association
Author(s)
Sherris M.
Working group(s)
Arnold (-Gaille) S.
ISSN
0515-0361 (Print)
1783-1350 (Online)
Publication state
Published
Issued date
01/2016
Peer-reviewed
Oui
Volume
46
Number
1
Pages
9-38
Language
english
Abstract
This paper applies cointegration techniques, developed in econometrics to model long-run relationships, to cause-of-death data. We analyze the five main causes of death across five major countries, including USA, Japan, France, England & Wales and Australia. Our analysis provides a better understanding of the long-run equilibrium relationships between the five main causes of death, providing new insights into similarities and differences in trends. The results identify for the first time similarities between countries and genders that are consistent with past studies on the aging process by biologists and demographers. The insights from biological theory on aging are found to be reflected in the cointegrating relations in all of the countries included in the study.
Keywords
Causes of death, mortality trends, cointegration, dependence, common trends, biological aging
Web of science
Create date
27/02/2015 14:39
Last modification date
20/08/2019 17:02
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