Results 21 to 30 of about 1,876,599 (295)
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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A Parametric Factor Model of the Term Structure of Mortality
Econometrics, 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
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A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting
Risks, 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
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Accurate and explainable mortality forecasting with the LocalGLMnet
Scandinavian Actuarial Journal, 2023 Recently, accurate forecasting of mortality rates with deep learning models has been investigated in several papers in the actuarial literature. Most of the models proposed to date are not explainable, making it difficult to communicate the basis on which mortality forecasts have been made.
Francesca Perla +3 more
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Forecasting and simulating mortality tables
Mathematical and Computer Modelling, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
N. Miklós Arató +3 more
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Modelling and forecasting mortality in Spain
European Journal of Operational Research, 2008 [EN] Experience shows that static life tables overestimate death probabilities. As a consequence of this overestimation the premiums for annuities, pensions and life insurance are not what they actually should be, with negative effects for insurance companies or policy-holders.
Ana Debón +2 more
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Coherent Mortality Forecasting for the Algerian Population
, 2021 Mortality forecasting is much needed for population projections and actuarial calculations. Forecasting mortality of males and females in an independent way leads in most of cases to some incoherence regarding the expected male-female mortality evolution.
Flici, Farid, Farid Flici
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A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST [PDF]
ASTIN Bulletin, 2018 AbstractThis article proposes a neural-network approach to predict and simulate human mortality rates. This semi-parametric model is capable to detect and duplicate non-linearities observed in the evolution of log-forces of mortality. The method proceeds in two steps.
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Two-Population Mortality Forecasting: An Approach Based on Model Averaging
RisksThe analysis of residual life expectancy evolution at retirement age holds great importance for life insurers and pension schemes. Over the last 30 years, numerous models for forecasting mortality have been introduced, and those that allow us to predict ...
Luca De Mori +3 more
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The contribution of forecast uncertainty to lifespan uncertainty [PDF]
Demographic ResearchBACKGROUND: Period lifespan variability is sometimes interpreted as an indicator of lifespan uncertainty for individual cohort members. Is this an admissible interpretation for living cohort members, given that future death rates are not precisely known?
Ricarda Duerst +2 more
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