Results 51 to 60 of about 428,833 (236)

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

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  

On the effectiveness of natural hedging for insurance companies and pension plans [PDF]

, 2015
Natural hedging is one possible method to reduce longevity risk exposure for an annuity provider or a pension plan. In this paper, we provide an assessment of the effectiveness of natural hedging between annuity and life products, using the correlated ...
Barbarin, Bayraktar, Box, Brouhns, Cairns, Cairns, Carter, Chan, Coughlan, Cowley, Cox, Cox, Cox, Creighton, Cummins, Dahl, Dahl, Debón, Delwarde, Dowd, Dowd, D’Amato, Gatzert, Gründl, Hatzopoulos, Hyndman, Jackie Li, Jarner, Kogure, Lee, Li, Li, Li, Li, Lin, Liu, Milevsky, Ngai, Plat, Renshaw, Russolillo, Steven Haberman, Tsai, Tsai, Villegas, Wang, Wang, Yang, Zhou, Zhou   +49 more
core   +1 more source

The spread of non‐native species

Biological Reviews, EarlyView.
ABSTRACT The global redistribution of species through human agency is one of the defining ecological signatures of the Anthropocene, with biological invasions reshaping biodiversity patterns, ecosystem processes and services, and species interactions globally.
Phillip J. Haubrock, Ali Serhan Tarkan, Irene Martín‐Forés, Stelios Katsanevakis, Ronaldo Sousa, Ismael Soto, Andy J. Green, Antonín Kouba, Teun Everts, Victoria Dominguez Almela, Nadège Belouard, Cang Hui, Jamie Bojko, Victor Deklerck, Margaux Boeraeve, Franz Essl, J. Robert Britton   +16 more
wiley   +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

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

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  

Digital Technologies Disclosure and the Cost of Capital: The Mediating Role of Sustainability Performance

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines the economic consequences of Digital Technologies Disclosure (DTD), focusing on its impact on the cost of capital. The increasing significance of digital transformation in shaping corporate strategies and market perceptions motivates the study.
Hussein Mohsen Saber Ahmed, Awad Elsayed Awad Ibrahim, Khaldoon Albitar   +2 more
wiley   +1 more source