Results 41 to 50 of about 27,586 (129)
Detecting Common Longevity Trends by a Multiple Population Approach [PDF]
, 2014 Recently the interest in the development of country and longevity risk models has been growing. The investigation of long-run equilibrium relationships could provide valuable information about the factors driving changes in mortality, in particular ...
D'Amato, V. +4 more
core +2 more sources
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
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On age-period-cohort parametric mortality rate projections [PDF]
, 2009 An enhanced version of the Lee–Carter modelling approach to mortality forecasting, which has been extended to include an age modulated cohort index in addition to the standard age modulated period index, is described and tested for prediction robustness.
Arthur Renshaw +14 more
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 +2 more
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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
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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
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Lee-Carter goes risk-neutral: an application to the Italian annuity market [PDF]
, 2005 We consider a class of stochastic intensities of mortality that generalizes the model proposed by Lee and Carter (1992), allowing general diffusions to drive the mortality time-trend.
Biffis, E., Denuit, M.
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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. +2 more
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
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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
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