INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS

This paper applies cointegration techniques, developed in econometrics to model long-run relationships, to cause-of-death data. We analyze the five main causes of death across five major countries, including USA, Japan, France, England & Wales and Australia. Our analysis provides a better unders...

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Published in:ASTIN Bulletin : The Journal of the IAA 2016-01, Vol.46 (1), p.9-38
Main Authors: Arnold-Gaille, Séverine, Sherris, Michael
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Language:English
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Actuarial science
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description This paper applies cointegration techniques, developed in econometrics to model long-run relationships, to cause-of-death data. We analyze the five main causes of death across five major countries, including USA, Japan, France, England & Wales and Australia. Our analysis provides a better understanding of the long-run equilibrium relationships between the five main causes of death, providing new insights into similarities and differences in trends. The results identify for the first time similarities between countries and genders that are consistent with past studies on the aging processes by biologists and demographers. The insights from biological theory on aging are found to be reflected in the cointegrating relations in all of the countries included in the study.
doi_str_mv 10.1017/asb.2015.24
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title INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS
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