Results 21 to 30 of about 15,256 (263)
Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?
Risks, 2020 An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can take place in two routes.
Han Lin Shang, Steven Haberman
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Lee–Carter Mortality Forecasting
Lithuanian Journal of Statistics, 2012 In this paper, we focus on Lee–Carter mortality forecasting. Model residuals and future mortality trendsare explored. Predictions of the force of mortality for France, Belarus and Lithuania are provided and compared. Severalmodifications of the model are
Eglė Ignatavičiūtė +2 more
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Improving mortality forecasting using a hybrid of Lee–Carter and stacking ensemble model
Bulletin of the National Research Centre, 2023 Background Mortality forecasting is a critical component in various fields, including public health, insurance, and pension planning, where accurate predictions are essential for informed decision-making.
Samuel Asante Gyamerah +3 more
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A more meaningful parameterization of the Lee–Carter model
Insurance: Mathematics and Economics, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Jong, Piet +2 more
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Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models
Risks, 2016 In this paper, we quantitatively compare the forecasts from four different mortality models. We consider one discrete-time model proposed by Lee and Carter (1992) and three continuous-time models: the Wills and Sherris (2011) model, the Feller process ...
Anastasia Novokreshchenova
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Life Expectancy Changes and Their Consequences for Pension System in Finland and the Czech Republic [PDF]
Statistika: Statistics and Economy Journal, 2023 Finland and the Czech Republic are among the countries where population ageing has been the most pronounced in the last decade. The aim of the paper is to describe future development of life expectancy in the context of pension system reforms that are ...
Ondřej Šimpach
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Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting [PDF]
Demographic ResearchBACKGROUND: For commonly used mortality models, the existing estimates change with the recalibration of new data. This issue is also known as the lack of the new-data-invariant property.
Kenny Kam Kuen Mok +3 more
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Risks, 2022 The Lee–Carter model, the dominant mortality projection modeling in the literature, was criticized for its homoscedastic error assumption. This was corrected in extensions to the model based on the assumption that the number of deaths follows Poisson or ...
Yaser Awad, Shaul K. Bar-Lev, Udi Makov
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Application of Machine Learning to Mortality Modeling and Forecasting
Risks, 2019 Estimation of future mortality rates still plays a central role among life insurers in pricing their products and managing longevity risk. In the literature on mortality modeling, a wide number of stochastic models have been proposed, most of them ...
Susanna Levantesi, Virginia Pizzorusso
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Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting
Risks, 2023 We apply a Markov-switching Bayesian vector autoregression (MSBVAR) model to mortality forecasting. MSBVAR has not previously been applied in this context, and our results show that it is a promising tool for mortality forecasting. Our model shows better
Wanying Fu +3 more
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