Extremes

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Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud)

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Abstract

We thank Holger Rootzén and Dmitrii Zholud’s for their stimulating work, that led us to further investigate the problem of best fitting the human life span distribution. Their assertion “human life is unlimited but short” is based on their conclusion that the exponential model is the best to fit. We provide results based on standard Extreme Value approaches, the Block Maxima and Peaks-over-Threshold, and on the whole data available in the IDL database (IDL A, B validations and GRG). We verify that negative values for the extreme value index are more likely, supporting the conclusion that models with finite endpoint seem better to fit to the human life span distribution.

Keywords

Peaks-Over-Threshold (POT) Block Maxima (BM) Human lifespan distribution Extreme value index and endpoint estimation 

AMS 2000 Subject Classifications

62G32 62P05 62P10 

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Notes

Acknowledgements

We thank Laurens de Haan, Ross Maller and Sidney Resnick for their careful reading and comments, and Thomas Mikosch for the opportunity to contribute to this discussion.

This research was partially funded by FCT - Fundacão para a Ciência e a Tecnologia, Portugal, UID/MAT/00006/2013 and UID/Multi/04621/2013.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Instituto Superior Técnicoda Universidade de LisboaLisbonPortugal
  2. 2.Research School of Finance, Actuarial Studies & StatisticsAustralian National UniversityCanberraAustralia

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