Results 51 to 60 of about 428,247 (157)

Stochastic household forecasts by coherent random shares predictions [PDF]

, 2014
We compute a stochastic household forecast for the Netherlands by the random share method. Time series of shares of persons in nine household positions, broken down by sex and five-year age group for the years 1996-2010 are modelled by means of the ...
Keilman, Nico, van Duin, Coen
core  

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

Lee Carter mortality forecasting: application to the Italian population [PDF]

, 2005
In this paper we investigate the feasibility of using the Lee-Carter methodology to construct mortality forecasts for the Italian population. We fit the model to the matrix of Italian death rates for each gender from 1950 to 2000. A time-varying index of
Haberman, S., Russolillo, M.
core  

The Poisson Log-Bilinear Lee-Carter Model: Applications Of efficient bootstrap methods to annuity analyses [PDF]

, 2011
Life insurance companies deal with two fundamental types of risks when issuing annuity contracts: financial risk and demographic risk. Recent work on the latter has focused on modeling the trend in mortality as a stochastic process.
D'Amato, V., di Lorenzo, E., Haberman, S., Russolillo, M., Sibillo, M.   +4 more
core   +1 more source

Lee-Carter and the macroeconomy [PDF]

, 2009
Using data for six OECD countries, this paper studies the effect of macroeconomic conditions on the mortality index kt in the well-known Lee-Carter model.
Hanewald, Katja
core  

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  

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  

Prediction of life expectancy using the Lee-Carter model [PDF]

, 2013
The ageing of the population is a problem of many European countries including the Czech Republic. This problem is related to two main factors, the increase of life expectancy and the decline of birth rate.
Jindrová, Pavla, Slavíček, Ondřej
core   +1 more source

Mortality modeling: Lee-Carter and the macroeconomy [PDF]

Using data for six OECD countries, this paper studies the effect of macroeconomic conditions on the mortality index kt in the well-known Lee-Carter model.
Katja Hanewald
core  

llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms [PDF]

, 2009
We implement a specialised iterative regression methodology in R for the analysis of age-period mortality data based on a class of generalised Lee-Carter (LC) type modelling structures.
Butt, Z., Haberman, S.
core