Risk of Deatha Two-Step Method Using Wavelets and Piecewise Harmonic Interpolation
ISSN: 0014-1151
Ano de publicación: 2016
Volume: 58
Número: 191
Páxinas: 245-264
Tipo: Artigo
Outras publicacións en: Estadística española
Resumo
In real populations, the qx values (the probabilities of dying with age x before reaching age x+1) are unknown and must be estimated from experience. To improve estimates, the relationships between consecutive qx values are ordinarily exploited using graduation techniques. In Baeza and Morillas (2011, 2016) the authors delve with graduation wavelet to estimate qx underlying values. Their approach and others as kernel graduation, however, suffers with small datasets due to their discrete approach and the nonlinear behavior of mortality. Hence, we propose a procedure that, via Piecewise Polynomial Harmonic interpolation (PPH), a nonlinear scheme of interpolation, generates information synthetically avoiding undesirables effects, such as Gibbs phenomenon and discontinuities.