2020
DOI: 10.1016/j.insmatheco.2020.04.004
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Modelling life tables with advanced ages: An extreme value theory approach

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Cited by 9 publications
(28 citation statements)
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“…We briefly recap the extreme value theory approach adopted to analyse the Netherlands data 9 . We reproduce in Figure 1 the empirical mortality rates (conditional probability of dying in the next year, given survival to the des-ignated age) for the complete dataset (231,129 females and 73,788 males, totaling 304,917 persons).…”
Section: Advanced Age Life Table Modelingmentioning
confidence: 99%
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“…We briefly recap the extreme value theory approach adopted to analyse the Netherlands data 9 . We reproduce in Figure 1 the empirical mortality rates (conditional probability of dying in the next year, given survival to the des-ignated age) for the complete dataset (231,129 females and 73,788 males, totaling 304,917 persons).…”
Section: Advanced Age Life Table Modelingmentioning
confidence: 99%
“…An innovative feature of the model, not present in earlier models, is that a smooth transition in hazard rates between ages less than and greater than the threshold age N is enforced. The resulting “smooth threshold life table” (STLT) model 9 was fitted to the Netherlands data by maximum likelihood, producing the estimates of γ and θ in Table 1 for each sex × year-of-birth cohort.…”
Section: Advanced Age Life Table Modelingmentioning
confidence: 99%
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