死亡率模型的图形拟合优度检验

IF 1.4 3区社会学 Q3 DEMOGRAPHY

Mathematical Population Studies Pub Date : 2018-07-03 DOI:10.1080/08898480.2018.1477381

M. Gámiz, M. D. Martínez-Miranda, R. Raya-Miranda

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引用次数: 1

摘要

摘要对候选参数死亡率模型进行了图形测试。如果模型是正确的，则转换后的数据呈指数分布。图形测试基于尺度和空间推理。它包括平滑危险率和同时的置信区间。它被应用于用于设定年金准备金的脆弱性模型。仿真和与其他非图形测试的比较表明，图形测试有助于定位经验数据与测试模型的差异。

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Graphical goodness-of-fit test for mortality models

ABSTRACT Candidate parametric mortality models are tested graphically. If the model is correct, the transformed data are distributed exponentially. The graphical test is based on scale and space inference. It involves smoothing of the hazard rate and simultaneous confidence intervals. It is applied to a frailty model used to set annuity reserves. Simulation and the comparison with other non-graphical tests shows that the graphical test helps localize discrepancies of empirical data with respect to the tested model.

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来源期刊

Mathematical Population Studies 数学-数学跨学科应用

CiteScore

3.20

自引率

11.10%

发文量

审稿时长

>12 weeks

期刊介绍： Mathematical Population Studies publishes carefully selected research papers in the mathematical and statistical study of populations. The journal is strongly interdisciplinary and invites contributions by mathematicians, demographers, (bio)statisticians, sociologists, economists, biologists, epidemiologists, actuaries, geographers, and others who are interested in the mathematical formulation of population-related questions. The scope covers both theoretical and empirical work. Manuscripts should be sent to Manuscript central for review. The editor-in-chief has final say on the suitability for publication.