Results 11 to 20 of about 110,803 (293)

Lee–Carter Mortality Forecasting

open access: yesLithuanian 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
doaj   +4 more sources

ARMA Models for Mortality Forecast

open access: yesLithuanian Journal of Statistics, 2016
In the last several decades, many countries have been paying a lot of attention to mortality forecastingbecause of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries andmake predictions using ARMA ...
Natalja Šiškina, Jonas Šiaulys
doaj   +5 more sources

Smooth constrained mortality forecasting [PDF]

open access: yesDemographic Research, 2019
Background: Mortality can be forecast by means of parametric models, principal component methods, and smoothing approaches. These methods either impose rigid modeling structures or produce implausible outcomes.
Carlo Giovanni Camarda
doaj   +3 more sources

Forecasting Neonatal Mortality in Portugal

open access: yesEngineering Proceedings, 2023
In order to achieve a more efficient allocation of healthcare resources in the near future, it is crucial to understand the patterns and causes of excess mortality and hospitalizations. Neonatal mortality still poses a significant challenge, particularly
Rodrigo B. Ventura   +7 more
doaj   +2 more sources

Identification and Forecasting in Mortality Models [PDF]

open access: yesThe Scientific World Journal, 2014
Mortality models often have inbuilt identification issues challenging the statistician. The statistician can choose to work with well-defined freely varying parameters, derived as maximal invariants in this paper, or with ad hoc identified parameters ...
Bent Nielsen, Jens P. Nielsen
doaj   +5 more sources

Mortality and life expectancy forecast for (comparatively) high mortality countries [PDF]

open access: yesGenus, 2018
Background The Lee–Carter method and its later variants are widely accepted extrapolative methods for forecasting mortality and life expectancy in industrial countries due to their simplicity and availability of high quality long time series data ...
Ahbab Mohammad Fazle Rabbi   +1 more
doaj   +3 more sources

Stochastic mortality forecasts for Bangladesh

open access: yesPLOS ONE, 2022
Mortality forecasts are essential part for policymaking in any aging society. In recent years, methods to model and forecast mortality have improved considerably. Among them, Lee-Carter method is one of the most influential method. In this paper, Lee-Carter method is applied to forecast mortality and life expectancy of Bangladesh.
Ahbab Mohammad Fazle Rabbi   +1 more
openaire   +2 more sources

Measurement and Impact of Longevity Risk in Portfolios of Pension Annuity: The Case in Sub Saharan Africa

open access: yesFinTech, 2023
Longevity is without a doubt on the rise throughout the world due to advances in technology and health. Since 1960, Ghana’s average annual mortality improvement has been about 1.236%.
Samuel Asante Gyamerah   +3 more
doaj   +1 more source

A Parametric Factor Model of the Term Structure of Mortality

open access: yesEconometrics, 2019
The prototypical Lee–Carter mortality model is characterized by a single common time factor that loads differently across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple factors are
Niels Haldrup   +1 more
doaj   +1 more source

A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting

open access: yesRisks, 2022
Mortality improvements and life expectancies have been increasing in recent decades, leading to growing interest in understanding mortality risk and longevity risk. Studies of mortality forecasting are of interest among actuaries and demographers because
Norkhairunnisa Redzwan, Rozita Ramli
doaj   +1 more source

Home - About - Disclaimer - Privacy