Premium
A comparison of methods of approximations for probabilities of death for fractions of a year
Author(s) -
Jasiulewicz Helena
Publication year - 2001
Publication title -
applied stochastic models in business and industry
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.413
H-Index - 40
eISSN - 1526-4025
pISSN - 1524-1904
DOI - 10.1002/asmb.438
Subject(s) - statistic , statistics , measure (data warehouse) , mathematics , econometrics , computer science , data mining
Abstract In this paper, a comparison of methods of approximating probabilities of death over fractions of a year is given. Previous and new methods in actuarial science and demography are considered. As the measure of distance the Kolmogorov statistic and L 2 are taken. The analysis was carried out using real data. Copyright © 2001 John Wiley & Sons, Ltd.