Marie-Claire Koissi

Using WinBUGS to study family frailty in child mortality, with an application to child survival in Ivory Coast

This article analyzes the effects of unobserved family heterogeneity in children survival times through a Bayesian approach. We rely on survey data from Ivory Coast and use a proportional hazard model with multiplicative random effect. With such a model, the usual assumption of independence of observations is avoided. The posterior distributions of the parameters are estimated through a Gibbs sampler algorithm using the WinBUGS software. This technique overcomes the possible local convergence problem observed with the commonly used Expectation-Maximization method.

Longevity and adjustment in pension annuities, with application to Finland

The aim of this paper is twofold. First, the improvement in adult mortality in Finland is studied. Lee-Carter (LC) Poisson log-bilinear model is used for mortality forecasting. Secondly, the paper studies how the pension annuities are adjusted to unexpected mortality pattern. A formula for funded plan is proposed. Application is made with Finnish mortality rates predicted using the LC model.