Results 31 to 40 of about 429,725 (289)
Life Expectancy Changes and Their Consequences for Pension System in Finland and the Czech Republic [PDF]
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
doaj +1 more source
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
doaj +1 more source
The mortality of the Italian population: Smoothing techniques on the Lee--Carter model
Several approaches have been developed for forecasting mortality using the stochastic model. In particular, the Lee-Carter model has become widely used and there have been various extensions and modifications proposed to attain a broader interpretation ...
D'Amato, Valeria +2 more
core +1 more source
Proposition of a hybrid stochastic Lee-Carter mortality model
In the paper, a stochastic hybrid mortality model (EHLC) treated as a solution of stochastic differential equations is introduced. The model is defined analogously to the well-known Lee-Carter mortality model (LC). A parameter estimation procedure including a switching rule are proposed. A comparison of the predictive accuracy of the LC and EHLC models
Rossa, Agnieszka, Socha, Lesław
openaire +4 more sources
Deterministic and stochastic trends in the Lee–Carter mortality model [PDF]
The Lee and Carter (1992) model assumes that the deterministic and stochastic time series dynamics load with identical weights when describing the development of age-specific mortality rates. Effectively this means that the main characteristics of the model simplify to a random walk model with age-specific drift components.
Callot, Laurent +2 more
openaire +2 more sources
Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
The predominant way of modelling mortality rates is the Lee-Carter model and its many extensions. The Lee-Carter model and its many extensions use a latent process to forecast.
Beutner, Eric +2 more
core +2 more sources
Forecasting Population Mortality Rates Using Generalized Lee-Carter Model
The demographic process cannot be inseparable from the mortality rate. The appropriate models for forecasting mortality rates are essential in assisting governments, companies, and other agencies in formulating policies or making decisions. As one of the countries with the highest death rate, Japan is influenced by several factors.
Yudi Hartawan , I Gusti Nyoman +3 more
openaire +2 more sources
Lee-Carter goes risk-neutral: an application to the Italian annuity market [PDF]
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.
core
This review provides a bottom‐up evaluation of sodium‐ion battery safety, linking material degradation mechanisms, cell engineering parameters, and module/pack assembly. It emphasizes that understanding intrinsic material stability and establishing coordinated engineering control across hierarchical levels are vital for preventing degradation coupling ...
Won‐Gwang Lim +5 more
wiley +1 more source
Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting
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
doaj +1 more source

