Results 41 to 50 of about 428,247 (157)

Sex-specific mortality forecasting for UK countries: a coherent approach [PDF]

, 2018
This paper introduces a gender specific model for the joint mortality projection of three countries (England and Wales combined, Scotland, and Northern Ireland) of the United Kingdom.
A Cairns, A Cairns, A Debón, A Delwarde, A Hunt, A Renshaw, A Renshaw, A Renshaw, A Villegas, G McCartney, H Booth, IL Danesi, J Li, J Li, JSH Li, JSH Li, K Dowd, M Russolillo, N Brouhns, N Li, P Burnham, R Hudson, R Lee, R Lee, R Willets, RJ Hyndman, S Haberman, S Haberman, SF Jarner, SJ Richards, T Kleinow   +30 more
core   +2 more sources

Investigating Mortality Uncertainty Using the Block Bootstrap

Journal of Probability and Statistics, 2010
This paper proposes a block bootstrap method for measuring mortality risk under the Lee-Carter model framework. In order to take account of all sources of risk (the process risk, the parameter risk, and the model risk) properly, a block bootstrap is ...
Xiaoming Liu, W. John Braun
doaj   +1 more source

Mortality forecasting in Colombia from abridged life tables by sex

Genus, 2018
Background An adequate forecasting model of mortality that allows an analysis of different population changes is a topic of interest for countries in demographic transition.
Gisou Diaz, Ana Debón, Vicent Giner-Bosch   +2 more
doaj   +1 more source

Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model

Risks, 2022
This paper proposes a two-step LASSO based vector autoregressive (2-LVAR) model to forecast mortality rates. Within the VAR framework, recent studies have developed a spatial–temporal autoregressive (STAR) model, in which age-specific mortality rates are
Thilini Dulanjali Kularatne, Jackie Li, Yanlin Shi   +2 more
doaj   +1 more source

Coherent modeling of mortality patterns for age-specific subgroups [PDF]

, 2019
The recent actuarial literature has shown that mortality patterns and trajectories in closely related populations are similar in some respects and that small differences are unlikely to increase in the long run.
Giordano, G., Haberman, S., Russolillo, M.   +2 more
core   +1 more source

Evaluating the Performance of Variants of the Lee-Carter Method for Mortality Forecasting in the Population Projection of the Czech Republic from the Czech Statistical Office 2023–2100

Demografie
This article discusses the use of the Lee-Carter model, one of the most widely used methods for mortality forecasting. It also discusses its modified versions, namely the cohort and coherent variants, which were developed to improve the forecast accuracy
David Morávek
doaj   +1 more source

Race and life expectancy in the USA in the Great Depression

Genus, 2019
Prior work has highlighted increases in life expectancy in the USA during the Great Depression. This contradicts the tenet that life expectancy is positively correlated with human welfare, but it coheres with recent literature on mortality and recessions.
Tim A. Bruckner, Ashley M. Ima, Trang T. Nguyen, Andrew Noymer   +3 more
doaj   +1 more source

Nonlinear Modeling of Mortality Data and Its Implications for Longevity Bond Pricing

Risks, 2023
Human mortality has been improving faster than expected over the past few decades. This unprecedented improvement has caused significant financial stress to pension plan sponsors and annuity providers. The widely recognized Lee–Carter model often assumes
Huijing Li, Rui Zhou, Min Ji
doaj   +1 more source

PERAMALAN MORTALITA MENGGUNAKAN METODE LEE-CARTER [PDF]

, 2016
Skripsi ini membahas mengenai aplikasi Model Lee-Carter untuk peramalan laju mortalita di Australia. Data yang digunakan adalah data peluang mortalita Australia tahun 1921-2008, dimana usia yang digunakan adalah 0-109 tahun.
Nursaadah, Ima
core  

Stochastic Period and Cohort Effect State-Space Mortality Models Incorporating Demographic Factors via Probabilistic Robust Principal Components

Risks, 2017
In this study we develop a multi-factor extension of the family of Lee-Carter stochastic mortality models. We build upon the time, period and cohort stochastic model structure to extend it to include exogenous observable demographic features that can be ...
Dorota Toczydlowska, Gareth W. Peters, Man Chung Fung, Pavel V. Shevchenko   +3 more
doaj   +1 more source