Segmentation of mortality surfaces by hidden Markov models
Gender-specific mortality surfaces are panels of time series of mortality rates that allow to examine the temporal evolution of male and female mortality across ages. The analysis of these surfaces is often complicated by time-varying effects that reflect the association of age and gender with mortality under unobserved time-varying conditions of the population under study. We propose a hidden Markov model as a simple tool to estimate time-varying effects in mortality surfaces.