Longevity studies based on kernel hazard estimation

We propose a non-parametric smoothing method to visualize the evolution of mortality rates. This is used to compare the mortality experiences of Denmark and Spain. Our comparison takes into account the dependence of mortality on chronological time and age. A two-dimensional surface indicating transition intensity is estimated and a number of other interesting estimators can be derived from this surface: i.e., ratios of the structural development of mortality, estimation of multiplicative structures using marginal integration (e.g., Linton and Nielsen Biometrika 82 [1995, 93-101]), and smoothed trends for fixed ages. The multiplicative structure effectively separates the chronological time component and the age component. (C) 2001 Elsevier Science B.V. All rights reserved.