Discrete Approximation of a Continuous Model of Multistate Demography

Liaw, K.-L. & Ledent, J. (1980). Discrete Approximation of a Continuous Model of Multistate Demography. IIASA Professional Paper. IIASA, Laxenburg, Austria: PP-80-014

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Abstract

This paper suggests the applicability of a method recently developed by systems engineers to the estimation of the state transition matrices involved in the construction of increment-decrement life tables. Relevant to the case of piecewise-constant force functions, this method comes out as an alternative to the usual truncation of the infinite series obtained from the exact expansion of the state transition matrices. It generates a sequence of formulas which, interestingly enough, subsumes the linear formula of Rogers and Ledent (1976) as a special case. An illustration of the method is provided with applications to the analysis of marital status, labor force participation, and interregional migration.

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