Projection des taux de mortalité par âges pour la population algérienne

Flici, Farrid (2016): Projection des taux de mortalité par âges pour la population algérienne.

Abstract

Life annuities reserving as well as populations projections require projecting the age-specific mortality rates into the future. In Algeria, mortality forecasts are still based on the United Nations methodology, which remains highly recommended when national data are not available or enough reliable.Despite some shortcomings, Algerian national life tables are available starting from 1977. Le aim of this paper is to provides mortality projections for the Algerian population until 2050, based on civil registration data, and by using the Lee-Carter model.

• Item Type: MPRA Paper
• English Title: FORECASTING THE AGE SPECIFIC MORTALITY RATES FOR THE ALGERIAN POPULATION
• Language: French
• Keywords: Taux de mortalité, projection, Lee-Carter, ajustement, Algérie.
• Subjects: C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C22 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes; J - Labor and Demographic Economics > J1 - Demographic Economics > J11 - Demographic Trends, Macroeconomic Effects, and Forecasts

References

Bell W.( 1997) Comparing and Assessing time series methods for forecasting age specific demographic rates, Journal of Official Statistics, volume 13, 279-303.

Cairns A., Blake D. and Dowd K. (2006) A two-factor model for stochastic mortality: Theory and calibration, Journal of Risk and Insurance, volume 73, 687-718

Cairns A., Blake D., Dowd K., Coughlan G. and Epstein D. (2009) A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States, North American Actuarial Journal, volume 13, n° 1, 1-35.

Cairns A., Blake D., Dowd K., Coughlan G., Epstein D. and Khalaf-Allah M. (2011) Mortality density forecasts: An analysis of six stochastic mortality models, Insurance: Mathematics and Economics, volume 48, n° 3, 355-367.

Coale A. J. and Kisker E. E. (1990) Defects in data on old-age mortality in the United States: new procedures for calculating mortality schedules and life tables at the highest ages, Asian and Pacific Population Forum, volume 4, 1-31.

Coale A. J., Demeny P. and Vaughan B. (1983) Regional Model Life Tables and Stable Populations, (Second Edition), New York/London: Academic Press.

Coale, A. J. and Guo, G. (1989). Revised Regional Model Life Tables at Very Low Levels of Mortality, Population Index, volume 55, n° 4, 613-643.

Coelho E. and Nunes L.C. (2011) Forecasting mortality in the event of a structural change, Journal of the Royal Statistical Society: Series. Statistics in Society, volume 174, n° 3, 713-736.

Currie I.D. (2006) Smoothing and forecasting mortality rates with P-splines_. Talk given at the Institute of Actuaries (2006). http://www.macs.hw.ac.uk/~iain/research/talks/Mortality.pdf

Denuit M. and Goderniaux A. C. (2005) Closing and projecting life tables using log-linear models, Bulletin de l’Association Suisse des Actuaries, volume 1, 29-49.

Dowd K., Cairns A., Blake D., Coughlan G., Epstein D. and Khalaf-Allah M. (2011) A Gravity Model of Mortality Rates for Two Related Populations, North American Actuarial Journal, volume 15, n° 2: 334-356.

Flici F. (2014) Estimation of the missing data in the Algerian mortality surface by using an Age-time-segmented Lee-carter model, Conference paper, Stochastic Modeling Techniques and Data Analysis, Lisbon, Portugal (June).

Flici F. (2016a) Provisionnement des rentes viagères en Algérie entre approche statique et approche prospective, Bulletin Français d’Actuariat, volume 16, n° 31, 5-40.

Flici F. (2016b) Closing out the Algerian life tables: for more accuracy and adequacy at the older ages, Conference paper, International Association of Actuaries ASTIN Conference, Lisbon, Portugal (June).

Flici F. and Hammouda N.E. (2014) Review of half-century of mortality changes in Algeria: 1962-2012, Conference paper, Middle East Economic Association Conference, Tlemcen (Algeria).

Flici F. and Hammouda N.E. (2016) Analyse de la mortalité en Algérie à travers les résultats de l’enquête MICS IV, Rapport Technique, Ministère de la Santé, de la Population et de la Réforme Hospitalière, Alger, Algérie.

Gompertz B. (1825) On the Nature of the Function Expressive of the Law of Human Mortality and on a New Mode of Determining Life Contingencies, Royal Society of London, Philosophical Transactions, Series A, n° 115, 513-85.

Hamza-Cherif A. (2016) Population et besoins sociaux essentiels en Algérie à l'horizon 2038, Editions Universitaire Européennes EUE, Allemagne, 320 p.

Heligman L. and Pollard J. H. (1980) The Age Pattern of Mortality, Journal of the Institute of Actuaries, volume 107, 437-55.

Hyndman R., Booth H. and Yasmeen F. (2013) Coherent mortality forecasting: the product-ratio method with functional time series models, Demography, volume 50, n° 1, 261- 283.

Kannisto V. (1992) Workshop Old Age Mortality, Odense, June.

Kimball A.W. (1960) Estimation of mortality intensities in animal experiments, Biometrics, volume 16, n° 4, 505- 521.

Lee R. and Carter L. (1992) Modeling and Forecasting U. S. Mortality, Journal of the American Statistical Association, volume 87, n° 419, 659-671.

Li N. and Gerland P. (2011) Modifying the Lee-Carter method to project mortality changes up to 2100, Annual Meeting of the Population Association of America.

Li N. and Lee R. (2005) Coherent mortality forecasts for a group of populations: an extension of the Lee Carter method, Demography, volume 42, n° 3, 575-594.

Makeham W. M. (1860) On the law of mortality and the construction of annuity tables, Journal of the Institute of Actuaries, volume 8, 301-310.

Ministere DES Finance MF (2016) Projection Démographique de l'Algérie à l’horizon 2050, « Approche par le schéma de transition démographique », Direction Générale de la Prospective, Alger, Algérie, Novembre 2016.

Office National des Statistiques ONS (2004) Projections de populations à l’horizon 2030, Collection statistiques Séries S : Statistiques Sociales, N°106, Alger, Algérie, Décembre 2004.

Office National des Statistiques ONS (2017) Démographie Algérienne 2016, Série Statistique N° 779, la Direction Technique chargée des statistiques de Population et de l’Emploi, Alger, Algérie.

Perks W. (1932) On some experiments on the graduation of mortality statistics, Journal of the Institute of Actuaries, volume 63, 12-40.

Quashie A. et Denuit M. (2005) Modèles d’extrapolation de la mortalité aux grands âges, Working paper N° WP04-13, Institut des Sciences Actuarielles & Institut de statistique. Université Catholique de Louvain, Belgique.

Renshaw A.E. and Haberman S. (2003) Lee–Carter mortality forecasting with age specific enhancement, Insurance: Mathematics and Economics, volume 33, n° 2, 255-272.

Renshaw A.E. and Haberman S. (2006) A cohort-based extension to the Lee–Carter model for mortality reduction factors, Insurance: Mathematics and Economics, volume 38, n° 3, 556-570.

Salhi M. (2016) Projection de la population et de l’emploi en Algérie, Revue des Sciences Sociales, volume 4, 9-26.

United Nations Organization UNO. (1981) Model Life Tables for Developing Countries, United Nations Publication, Sales No. E.1981.XIII.7.

Yang S. S. and Wang C. W. (2013) Pricing and securitization of multi-country longevity risk with mortality dependence, Insurance: Mathematics and Economics, volume 52, n° 2, 157-169.

Zhou R., Li J. S. H. and Tan K. S. (2013) Pricing standardized mortality securitizations: A two-population model with transitory jump effects, Journal of Risk and Insurance, volume 80, n° 3, 733-774.