A matrix approach to the statistics of longevity in the gamma-Gompertz and related mortality models

Article English OPEN
Hal Caswell;
  • Publisher: Max Planck Institute for Demographic Research
  • Journal: Demographic Research, volume 31, issue 19 September, pages 553-592 (issn: 1435-9871)
  • Publisher copyright policies & self-archiving
  • Identifiers: doi: 10.4054/DemRes.2014.31.19
  • Subject: frailty | HB848-3697 | Markov chains | mortality | longevity | individual stochasticity | Demography. Population. Vital events | heterogeneity | frailty, heterogeneity, individual stochasticity, longevity, Markov chains, mortality
    • jel: jel:J1 | jel:Z0

<b>Background</b>: The gamma-Gompertz model is a fixed frailty model in which baseline mortality increasesexponentially with age, frailty has a proportional effect on mortality, and frailty at birth follows a gamma distribution. Mortality selects against the more frail,... View more
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