Metodología espacio-temporal con datos de panel. Estudio de la mortalidad europea

Abstract

In recent years, the mortality gap between Eastern and Western European countries is increasing. For this reason, several studies have recently been applied to analyze the differences in European mortality. In order to detect similar mortality groups, there is an urgent need to extend the current studies with spatial studies, which take into account the geographical location of countries, time and their interaction. This doctoral thesis aims to help public policies so that they can efficiently distribute resources, as well as actuaries, who develop life insurance and design pension plans. In this context, three main objectives are proposed. The first one focuses on how to standardize the crude mortality rate for comparisons between countries. The second is based on the presentation and application of a spatio-temporal methodology based on panel data to carry out the identification of significant groups of European countries with similar mortality over time. The third one deals with the proposal and adaptation of a spatio-temporal methodology to select the best spatial panel data model in order to correctly model spatial and temporal effects. The final model was validated using two measures of goodness of fit: the residual variance and the coefficient of determination. Finally, the routines to section the best spatial model were implemented in R. The detailed statistical methodology at the theoretical level is applied to mortality data from 26 European countries for a range between 0 to 110+ and a time range of more than 15 years. It is in our interest to apply and display this methodology in a free statistical software R and, therefore, within the reach of all. The work of this doctoral thesis is part of the research supported by the Ministry of Economy and Competitiveness in the project MTM2013-45381-P, "Longevity differences in the European Union: application of new methods for evaluation and analysis". ; En los últimos años, la brecha de mortalidad entre los países del este y del oeste de Europa está ...