Estimation of the Parameters of a Survival Process with Downward Jumps in Life Table

Basel Al-Eideh

Mathematical Population Studies, 2005, vol. 12, issue 1, 39-50

Abstract: Parameters for the birth and death diffusion life table model subject to downward jumps randomly occurring at a constant rate are estimated. The jump magnitudes have a beta distribution with support [0, lx], where lx is the total number of survivors prior to the jump. The estimation method is maximum likelihood. The Cramer-Rao Lower bound and the asymptotic distribution for the MLE are derived. The model is applied to the U.S. men's population from 1900 to 1999.

Keywords: birth and death diffusion process; maximum likelihood estimation; jump process; Cramer Rao lower bound; life table (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1080/08898480590902163

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