We propose a non-parametric smoothing method to visualize the evolution of
mortality rates. This is used to compare the mortality experiences of Denma
rk and Spain. Our comparison takes into account the dependence of mortality
on chronological time and age. A two-dimensional surface indicating transi
tion intensity is estimated and a number of other interesting estimators ca
n be derived from this surface: i.e., ratios of the structural development
of mortality, estimation of multiplicative structures using marginal integr
ation (e.g., Linton and Nielsen Biometrika 82 [1995, 93-101]), and smoothed
trends for fixed ages. The multiplicative structure effectively separates
the chronological time component and the age component. (C) 2001 Elsevier S
cience B.V. All rights reserved.