{"title":"Graphical goodness-of-fit test for mortality models","authors":"M. Gámiz, M. D. Martínez-Miranda, R. Raya-Miranda","doi":"10.1080/08898480.2018.1477381","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":49859,"journal":{"name":"Mathematical Population Studies","volume":null,"pages":null},"PeriodicalIF":1.4000,"publicationDate":"2018-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08898480.2018.1477381","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematical Population Studies","FirstCategoryId":"90","ListUrlMain":"https://doi.org/10.1080/08898480.2018.1477381","RegionNum":3,"RegionCategory":"社会学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"DEMOGRAPHY","Score":null,"Total":0}
引用次数: 1
Abstract
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.
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.
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