Results 11 to 20 of about 32,817 (302)
Robust Non-Parametric Mortality and Fertility Modelling and Forecasting: Gaussian Process Regression Approaches [PDF]
Forecasting, 2021 A rapid decline in mortality and fertility has become major issues in many developed countries over the past few decades. An accurate model for forecasting demographic movements is important for decision making in social welfare policies and resource ...
Ka Kin Lam, Bo Wang
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Smooth constrained mortality forecasting
Demographic 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
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Mortality neural forecasting [PDF]
, 2021 Predicting mortality is a major challenge for both demographers and actuaries. The latter need to anticipate various future mortality scenarios with the greatest possible accuracy, as in the case of annuities pricing and longevity risk assessments. However, the current wide range of stochastic mortality models highlights some deficiencies in predicting
MARINO, MARIO
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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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Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model
Risks, 2022 This paper proposes a two-step LASSO based vector autoregressive (2-LVAR) model to forecast mortality rates. Within the VAR framework, recent studies have developed a spatial–temporal autoregressive (STAR) model, in which age-specific mortality rates are
Thilini Dulanjali Kularatne +2 more
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Stochastic mortality forecasts for Bangladesh
PLOS 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
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Projecting Mortality Rates Using a Markov Chain
Mathematics, 2022 We present a mortality model where future stochastic changes in population-wide mortality are driven by a finite-state hierarchical Markov chain. A baseline mortality in an initial ‘Alive’ state is calculated as the average logarithm of the observed ...
Jaap Spreeuw +2 more
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Mortality Forecasting with an Age-Coherent Sparse VAR Model
Risks, 2021 This paper proposes an age-coherent sparse Vector Autoregression mortality model, which combines the appealing features of existing VAR-based mortality models, to forecast future mortality rates.
Hong Li, Yanlin Shi
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Mathematics, 2021 Linking pensions to longevity developments at retirement age has been one of the most common policy responses of pension schemes to aging populations. The introduction of automatic stabilizers is primarily motivated by cost containment objectives, but ...
Jorge M. Bravo, Mercedes Ayuso
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Accounting for smoking in forecasting mortality and life expectancy [PDF]
The Annals of Applied Statistics, 2021 Smoking is one of the main risk factors that has affected human mortality and life expectancy over the past century. Smoking accounts for a large part of the nonlinearities in the growth of life expectancy and of the geographic and sex differences in mortality.
Li, Yicheng, Raftery, Adrian E.
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