A time series approach to life table construction

Abstract

This paper deals with the construction of the life table. A discussion of basic facts about the life table is followed by the proposal of a nonstationary, autoregressive model for the life table. The moment structure of the nonstationary, autoregressive model is developed. Some estimation procedures are proposed followed by several examples.

Keywords:

• autoregressive process
• cohort life table
• period life table
• failure rate
• isotonic regression
• smooth- ing spline
• force of mortality
• attrition