A MODELIZACIÓN DOS CAMBIOS NA LONXEVIDADE DA POBLACIÓN DO PAÍS BASCO E A SÚA ESTIMACIÓN FUTURA

Abstract

The aim of this paper is to estimate the future trend of the Basque population´s mortality focusing on its improvement for the period 1991-2013 for which the study is validable. The research involves the use of a two-stage stochastic model graduation, for which we add two contributions. On the one hand, supervised initial information will help in forecasting the ageing of Basque Country´s population under Solvency II guidelines. On the other hand, when estimating, a variant is included in the extension of the calendar time´s parameter using a logarithmic-linear regression, rather than the known "random walk with drift".