Results 251 to 260 of about 110,162 (294)

Mortality forecasting using stacked regression ensembles

Scandinavian Actuarial Journal, 2021
There are many alternative approaches to selecting mortality models and forecasting mortality. The standard practice is to produce forecasts using a single model such as the Lee-Carter, the Cairns-Blake-Dowd, or the Age- Period-Cohort model, with model selection based on in-sample goodness of fit measures.
Salvatory R. Kessy, Michael Sherris, Andrés M. Villegas, Jonathan Ziveyi   +3 more
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Smoothing, Decomposing and Forecasting Mortality Rates

European Journal of Population, 2021
The Lee-Carter (LC) model represents a landmark paper in mortality forecasting. While having been widely accepted and adopted, the model has some limitations that hinder its performance. Some variants of the model have been proposed to deal with these drawbacks individually, none coped with them all at the same time.
Carlo G. Camarda, Ugofilippo Basellini
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Modeling and forecasting mortality rates

Insurance: Mathematics and Economics, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mitchell, Daniel, Brockett, Patrick, Mendoza-Arriaga, Rafael, Muthuraman, Kumar   +3 more
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On Forecasting Mortality

The Milbank Quarterly, 1988
Official forecasts of mortality made by the U.S. Office of the Actuary throughout this century have consistently underestimated observed mortality declines. This is due, in part, to their reliance on the static extrapolation of past trends, an atheoretical statistical method that pays scant attention to the behavioral, medical, and social factors ...
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Modeling and Forecasting U.S. Mortality

Journal of the American Statistical Association, 1992
Abstract Time series methods are used to make long-run forecasts, with confidence intervals, of age-specific mortality in the United States from 1990 to 2065. First, the logs of the age-specific death rates are modeled as a linear function of an unobserved period-specific intensity index, with parameters depending on age.
Ronald D. Lee, Lawrence R. Carter
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Forecasting Changes in Mortality

North American Actuarial Journal, 1998
In this article, we express a concern that certain commonly accepted methods of predicting mortality will likely prove to be inadequate in the future. Specifically, the Lee-Carter method, which overall has been empirically successful, uses auto-regressive moving average (ARMA) technology and contains no structural mortality equation.
Sam Gutterman, Irwin T. Vanderhoof
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Error Models for Official Mortality Forecasts

Journal of the American Statistical Association, 1990
"The Office of the Actuary, U.S. Social Security Administration, produces alternative forecasts of mortality to reflect uncertainty about the future.... In this article we identify the components and assumptions of the official forecasts and approximate them by stochastic parametric models.
J M, Alho, B D, Spencer
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Forecasting Mortality with Autoencoders: An Application to Italian Mortality Data

2023
Predictions of human survival probabilities are an extremely relevant topic in many fields of human activities and interests, including in particular the insurance field. The model considered the most reliable, and, for this reason, most widely used both in the literature and in practical applications, is the Lee–Carter model. In this paper, we propose
Michele La Rocca, Cira Perna, Marilena Sibillo, Antonio Vignes   +3 more
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Forecasting Mortality for Small Populations by Mixing Mortality Data

SSRN Electronic Journal, 2013
In this paper we address the problem of projecting mortality when data are severely affected by random fluctuations, due in particular to a small sample size, or when data are scanty. Such situations may emerge when dealing with small populations, such as small countries (possibly previously part of a larger country), a specific geographic area of a ...
A. Ahcan, D. Medved, A. Olivieri, PITACCO, ERMANNO   +3 more
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Forecasting mortality: An introduction

2009
Abstract This chapter aims at describing various methods proposed by actuaries and demographers for projecting mortality. Many of these have been actually used in the actuarial context, in particular for pricing and reserving in relation to life annuity products and pensions, and in the demographic field, mainly for population ...
Ermanno Pitacco, Michel Denuit, Steven Haberman, Annamaria Olivieri   +3 more
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