Results 41 to 50 of about 17,005,416 (140)

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

Physics-Informed Neural Mortality: Embedding Biological Mortality Laws in Neural Differential Equations for Life-Table Closure and Longevity Uncertainty Quantification

Mathematics
Deep learning has become the default toolkit for mortality forecasting, yet essentially all existing models are purely data-driven: they fit well in-sample but can produce biologically implausible surfaces and extrapolate poorly to the oldest ages, and ...
Rami Yosef
doaj   +1 more source

Examining structural shifts in mortality using the Lee-Carter method [PDF]

We present an extension of the Lee-Carter method of modeling mortality to examine structural shifts in trajectories of mortality. Austrian data consisting of 53 years of single-age mortality rates are subdivided into 30 24-year submatrices.
Alexia Prskawetz, Lawrence R. Carter
core  

Lee Carter model mortality

, 2017
Diplomová práce se zabývá Lee-Carterovým modelem úmrtnosti. První část se zabývá rozdělením a stručnou charakteristikou modelů používaných k modelování úmrtnosti. Dále podrobným popisem Lee-Carterova modelu včetně charakteristiky metody využívané v rámci
Šimková, Jana
core   +1 more source

A multi-country comparison of stochastic models of breast cancer mortality with P-splines smoothing approach

BMC Medical Research Methodology, 2020
Background Precise predictions of incidence and mortality rates due to breast cancer (BC) are required for planning of public health programs as well as for clinical services.
Sumaira Mubarik, Ying Hu, Chuanhua Yu
doaj   +1 more source

Fannie Lee Carter Papers - Accession 292 [PDF]

, 1980
Fannie Lee Carter (1903-1988) was a 1923 graduate of Winthrop College and a teacher in Rocky Mount, North Carolina. The Fannie Lee Carter papers consist of correspondence, including three letters from a Confederate soldier discussing war conditions and ...
Carter, Fannie Lee
core   +1 more source

Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency [PDF]

Motivated by a recent demographic study establishing a link between macroeconomic fluctuations and the mortality index kt in the Lee-Carter model, we assess the impact of macroeconomic fluctuations on the solvency of a life insurance company. Liabilities
Helmut Gründl, Katja Hanewald, Thomas Post   +2 more
core  

Lee-Carter model and Kernel PCA

, 2022
This thesis investigates the application of Kernel Principal Component Analysis (KPCA) method on the Lee-Carter model, which is a two-step model for estimating and forecasting mortality rates (Lee and Carter, 1992). The motivation comes from the possible
Wu, Yuanqi
core  

A Two-Split, Three-Peak Fourier Extension of the Lee–Carter Mortality Model

Risks
Longevity risk has become increasingly important in actuarial and financial applications owing to rising life expectancy and demographic change. To address uncertainty in future mortality trends, particularly age-specific variations, this study proposes ...
Aimi Syairah Md Sa’at, Syazreen Niza Shair, Norazliani Md Lazam   +2 more
doaj   +1 more source

Estimación y proyección de la mortalidad para Costa Rica con la aplicación del método Lee-Carter con dos variantes [PDF]

Población y Salud en Mesoamérica, 2013
RESUMENEl modelo de Lee y Carter ha sido aplicado para realizar estimaciones de la mortalidad en Costa Rica durante el período 1970-2010, y estas a su vez permiten hacer proyecciones que contribuyen al estudio del curso de la mortalidad en nuestra ...
Eduardo Aguilar Fernández
doaj