Spatio temporal modeling mortality for ages after retirement in Europe
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Patricia Carracedo [1] ; Ana Debón [2]
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[1] Universidad Internacional de Valencia
Universidad Internacional de Valencia
Valencia, España
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[2] Universidad Politécnica de Valencia
Universidad Politécnica de Valencia
Valencia, España
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- Localización: Contributions to risk analysis: risk 2018 / coord. por José María Sarabia Alegría
, Faustino Prieto Mendoza , Montserrat Guillén Estany , 2018, ISBN 978-84-9844-683-8, págs. 109-116 - Idioma: inglés
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Resumen
Insurance companies and governments have information about the mortality of different regions over time, it would also be interesting to use this information to classify regions with similar or different mortality over time and covariables which explains these differences using powerful statistical software. For this, the aim of this paper is to select the best panel data model using MATLAB and R software for further comparison. These models take into account the spatial and temporal dependence of the database. The selected models were validated by the measures of goodness of fit and tests over residuals. The panel data used corresponds to the mortality of retirement people between 65 and 110+ years of 26 European countries for the period 1995-2009.
