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Evaluation of Lee–Carter model to breast cancer mortality prediction in China and Pakistan [PDF]
BackgroundPrecise breast cancer–related mortality forecasts are required for public health program and healthcare service planning. A number of stochastic model–based approaches for predicting mortality have been developed.
Sumaira Mubarik +4 more
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A Deep Learning Integrated Lee–Carter Model [PDF]
In the field of mortality, the Lee–Carter based approach can be considered the milestone to forecast mortality rates among stochastic models. We could define a “Lee–Carter model family” that embraces all developments of this model,
Andrea Nigri +4 more
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Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate? [PDF]
Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models—in terms, that is,
Miguel Santolino
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Application of Machine Learning to Mortality Modeling and Forecasting [PDF]
Estimation of future mortality rates still plays a central role among life insurers in pricing their products and managing longevity risk. In the literature on mortality modeling, a wide number of stochastic models have been proposed, most of them ...
Susanna Levantesi, Virginia Pizzorusso
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The Usage of State Space Models in Mortality Modeling and Predictions [PDF]
In demography, mortality modeling with respect to age and time dimensions is often associated with the traditionally used Lee-Carter model. The Lee-Carter model considers a constant set of parameters of agespecific mortality change for forecasts, which ...
Martin Matějka, Ivana Malá
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The Lee–Carter model could be considered as one of the most important mortality prediction models among stochastic models in the field of mortality.
Yuan Chen, Abdul Q. M. Khaliq
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The prediction of future mortality improvements is of substantial importance for areas such as population projection, government welfare policies, pension planning and annuity pricing.
Sixian Tang, Jackie Li, Leonie Tickle
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Longevity risk—Its financial impact on pensions
We study the financial impact of longevity risk on defined benefit (DB) pension plan liabilities using the 2010 Ghana population census, and the Lee-Carter model. We compare the usual Lee-Carter model to an extended version. While we observe that Ghana’s
Nana Poku Appiagyei Nantwi +2 more
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Mortality projection using two probabilistic models. Applications and limitations. [PDF]
This paper is focused on Lee-Carter Model and Functional Data Model, both of which were de veloped in the field of Statistics. These models are applied in order to carry out the projection of mortality and life expectancies at birth on three departments ...
LUCIA ANDREOZZI
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Mortality shocks, such as pandemics, threaten the consolidated longevity improvements, confirmed in the last decades for the majority of western countries.
Maria Francesca Carfora, Albina Orlando
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