Results 11 to 20 of about 15,256 (263)
Risks, 2022 The prediction of future mortality improvements is of substantial importance for areas such as population projection, government welfare policies, pension planning and annuity pricing.
Sixian Tang, Jackie Li, Leonie Tickle
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Longevity risk—Its financial impact on pensions
Scientific African, 2022 We study the financial impact of longevity risk on defined benefit (DB) pension plan liabilities using the 2010 Ghana population census, and the Lee-Carter model. We compare the usual Lee-Carter model to an extended version. While we observe that Ghana’s
Nana Poku Appiagyei Nantwi +2 more
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The Lee-Carter quantile mortality model [PDF]
Scandinavian Actuarial Journal, 2020 The Lee-Carter (LC) stochastic mortality model has been widely used for making future projections of mortality rates. In the framework of the LC model, the response function is non-linear in parameters. Here, we adapt this LC framework to compute conditional quantiles.
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Extending the Lee–Carter model: a three-way decomposition [PDF]
Scandinavian Actuarial Journal, 2011 In this paper, we focus on a Multidimensional Data Analysis approach to the Lee-Carter (LC) model of mortality trends . In particular, we extend the bilinear LC model and specify a new model based on a three-way structure, which incorporates a further component in the decomposition of the log-mortality rates. A multi-way component analysis is performed
RUSSOLILLO, Maria +2 more
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Mortality projection using two probabilistic models. Applications and limitations. [PDF]
Población y Desarrollo, 2020 This paper is focused on Lee-Carter Model and Functional Data Model, both of which were de veloped in the field of Statistics. These models are applied in order to carry out the projection of mortality and life expectancies at birth on three departments ...
LUCIA ANDREOZZI
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Data, 2023 Mortality shocks, such as pandemics, threaten the consolidated longevity improvements, confirmed in the last decades for the majority of western countries.
Maria Francesca Carfora, Albina Orlando
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Risks, 2018 Mortality forecasting has always been a target of study by academics and practitioners. Since the introduction and rising significance of securitization of risk in mortality and longevity, more in-depth studies regarding mortality have been carried out ...
Marie Angèle Cathleen Alijean +1 more
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Iran mortality rates using Lee-Carter model: Estimation and forecasting [PDF]
Iranian Journal of Insurance Research, 2013 Mortality forecasts are made in two ways: one is indirect forecasting through life expectancy forecasting and then converting it to age-specific death rate, and the second is direct forecasting of mortality rates.
A. Komijani, M. Koosheshi, L. Niakan
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Estimation of Uncertainty in Mortality Projections Using State-Space Lee-Carter Model
Mathematics, 2020 The study develops alternatives of the classical Lee-Carter stochastic mortality model in assessment of uncertainty of mortality rates forecasts. We use the Lee-Carter model expressed as linear Gaussian state-space model or state-space model with ...
Rokas Gylys, Jonas Šiaulys
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Convergence in male and female life expectancy: Direction, age pattern, and causes
Demographic Research, 2016 Background: The cornerstone of mortality- and life-expectancy forecasting in developed nations, the Lee-Carter model relies on assumptions of there being a dominant singular value that captures most of the variance within a matrix of age-specific ...
Benjamin Seligman +2 more
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