Calculating age-specific death rates by sex in the Philippines from life expectancy at birth using the linear link model

Life tables are extensively used in the design of sustainable government support systems and valuation of insurance products, leading to increased interest in mortality modelling and forecasting. However, despite various available methods, such research in the Philippine setting is clearly lacking....

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Main Authors: Chua, Janelle Ong, Ng, Kyla Camille Vesagas
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Language:English
Published: Animo Repository 2022
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Online Access:https://animorepository.dlsu.edu.ph/etdb_math/2
https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1001&context=etdb_math
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Institution: De La Salle University
Language: English
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spelling oai:animorepository.dlsu.edu.ph:etdb_math-10012022-07-05T03:37:23Z Calculating age-specific death rates by sex in the Philippines from life expectancy at birth using the linear link model Chua, Janelle Ong Ng, Kyla Camille Vesagas Life tables are extensively used in the design of sustainable government support systems and valuation of insurance products, leading to increased interest in mortality modelling and forecasting. However, despite various available methods, such research in the Philippine setting is clearly lacking. Hence, this study proposes to apply the linear link (LL) model of Pascariu et al. (2020) to forecast age-specific Philippine central death rates by sex with life expectancy at birth as the sole predictor. To do so, abridged life tables from 1970 to 2010 were obtained from the Developing Countries Mortality Database (DCMD). The 1970 to 2000 abridged life tables were then expanded using the Heligman-Pollard (HP) and equivalent construction (EC) method. An LL model was then built from each of the two sets of expanded life tables, and named as HP-LL and EC-LL model following the expansion method used. These two models were then tested by inputting the 2001 to 2010 life expectancy at birth to yield forecasts of the age-specific central death rates. Comparisons were done graphically and through sum of squares. Since the original dataset from DCMD is of the abridged form, the forecasts were also abridged for comparison with the 2001 to 2010 DCMD values. Additionally, since insurance companies currently rely heavily on the 2017 life table from the Philippine Intercompany Mortality (PICM) Study, model forecasts for 2017 were also made. However, since PICM 2017 only provides death probabilities, the central death rate forecasts were first converted to death probabilities to allow comparison. From these comparisons of model forecasts and values in the DCMD and PICM 2017, the EC-LL model consistently worked better for females. Meanwhile, for males, the HP-LL model is overall better, but the EC-LL is more suggested for insurance companies since this better reflected the PICM data. 2022-01-01T08:00:00Z text application/pdf https://animorepository.dlsu.edu.ph/etdb_math/2 https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1001&context=etdb_math Mathematics and Statistics Bachelor's Theses English Animo Repository Mortality—Statistics Mortality—Tables Linear models (Statistics) Life expectancy Statistics and Probability
institution De La Salle University
building De La Salle University Library
continent Asia
country Philippines
Philippines
content_provider De La Salle University Library
collection DLSU Institutional Repository
language English
topic Mortality—Statistics
Mortality—Tables
Linear models (Statistics)
Life expectancy
Statistics and Probability
spellingShingle Mortality—Statistics
Mortality—Tables
Linear models (Statistics)
Life expectancy
Statistics and Probability
Chua, Janelle Ong
Ng, Kyla Camille Vesagas
Calculating age-specific death rates by sex in the Philippines from life expectancy at birth using the linear link model
description Life tables are extensively used in the design of sustainable government support systems and valuation of insurance products, leading to increased interest in mortality modelling and forecasting. However, despite various available methods, such research in the Philippine setting is clearly lacking. Hence, this study proposes to apply the linear link (LL) model of Pascariu et al. (2020) to forecast age-specific Philippine central death rates by sex with life expectancy at birth as the sole predictor. To do so, abridged life tables from 1970 to 2010 were obtained from the Developing Countries Mortality Database (DCMD). The 1970 to 2000 abridged life tables were then expanded using the Heligman-Pollard (HP) and equivalent construction (EC) method. An LL model was then built from each of the two sets of expanded life tables, and named as HP-LL and EC-LL model following the expansion method used. These two models were then tested by inputting the 2001 to 2010 life expectancy at birth to yield forecasts of the age-specific central death rates. Comparisons were done graphically and through sum of squares. Since the original dataset from DCMD is of the abridged form, the forecasts were also abridged for comparison with the 2001 to 2010 DCMD values. Additionally, since insurance companies currently rely heavily on the 2017 life table from the Philippine Intercompany Mortality (PICM) Study, model forecasts for 2017 were also made. However, since PICM 2017 only provides death probabilities, the central death rate forecasts were first converted to death probabilities to allow comparison. From these comparisons of model forecasts and values in the DCMD and PICM 2017, the EC-LL model consistently worked better for females. Meanwhile, for males, the HP-LL model is overall better, but the EC-LL is more suggested for insurance companies since this better reflected the PICM data.
format text
author Chua, Janelle Ong
Ng, Kyla Camille Vesagas
author_facet Chua, Janelle Ong
Ng, Kyla Camille Vesagas
author_sort Chua, Janelle Ong
title Calculating age-specific death rates by sex in the Philippines from life expectancy at birth using the linear link model
title_short Calculating age-specific death rates by sex in the Philippines from life expectancy at birth using the linear link model
title_full Calculating age-specific death rates by sex in the Philippines from life expectancy at birth using the linear link model
title_fullStr Calculating age-specific death rates by sex in the Philippines from life expectancy at birth using the linear link model
title_full_unstemmed Calculating age-specific death rates by sex in the Philippines from life expectancy at birth using the linear link model
title_sort calculating age-specific death rates by sex in the philippines from life expectancy at birth using the linear link model
publisher Animo Repository
publishDate 2022
url https://animorepository.dlsu.edu.ph/etdb_math/2
https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1001&context=etdb_math
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