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Estimation of Disability Transition Probabilities in Australia II: Implementation

Published online by Cambridge University Press:  13 December 2013

Evan A. Hariyanto ,
David C. M. Dickson  and
David G. W. Pitt
Evan A. Hariyanto
Affiliation:
AMP, Melbourne, Australia
David C. M. Dickson*
Affiliation:
Faculty of Business and Economics, Centre for Actuarial Studies, The University of Melbourne, Australia
David G. W. Pitt
Affiliation:
Department of Applied Finance and Actuarial Studies, Faculty of Business and Economics, Macquarie University, Australia
*
*Correspondence to: David C. M. Dickson, Centre for Actuarial Studies, The University of Melbourne, VIC 3010, Australia. E-mail: [email protected]
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Abstract

This is the second of two papers in which we estimate transition probabilities amongst levels of disability as defined in the Australian Survey of Disability, Ageing and Carers. In this paper we describe our estimation procedure, followed by its implementation, discussion of results and graduation of the estimated transition probabilities.

Keywords

Disabilitymultiple-state modeltransition probabilitylog-linear modeliterative proportional fittinggraduation
Type
Papers
Information
Annals of Actuarial Science , Volume 8 , Issue 1 , March 2014 , pp. 156 - 175
Copyright
Copyright © Institute and Faculty of Actuaries 2013 

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References

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