Results 21 to 30 of about 32,817 (302)

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

FinTech, 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, Janet Arthur, Saviour Worlanyo Akuamoah, Yethu Sithole   +3 more
doaj   +1 more source

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, Carsten P. T. Rosenskjold   +1 more
doaj   +1 more source

Forecasting and simulating mortality tables

Mathematical and Computer Modelling, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
N. Miklós Arató, Dávid Bozsó, Péter Elek, András Zempléni   +3 more
openaire   +2 more sources

Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting

Risks, 2023
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, Barry R. Smith, Patrick Brewer, Sean Droms   +3 more
doaj   +1 more source

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, Francisco Montes, Francisco Puig   +2 more
openaire   +4 more sources

A Two-Population Extension of the Exponential Smoothing State Space Model with a Smoothing Penalisation Scheme

Risks, 2020
The joint modelling of mortality rates for multiple populations has gained increasing popularity in areas such as government planning and insurance pricing.
Yanlin Shi, Sixian Tang, Jackie Li
doaj   +1 more source

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.
openaire   +3 more sources

The future of life expectancy and life expectancy inequalities in England and Wales: Bayesian spatiotemporal forecasting [PDF]

, 2015
Background - To plan for pensions and health and social services, future mortality and life expectancy need to be forecast. Consistent forecasts for all subnational units within a country are very rare.
Best, Nicky, Bennett, James, Hambly, Peter, Kontis, V, Bennett, JE, Pearson, Clare, Best, N, Li, G, Pearson, Clare Helen, Ezzati, Majid, Foreman, Kyle, Pearson, C, Bennett, James E., Li, Guangquan, Ezzati, M, Kontis, Vasilis, Bennett, James E, Hambly, P, Foreman, K   +18 more
core   +1 more source

Evaluating the Performance of Variants of the Lee-Carter Method for Mortality Forecasting in the Population Projection of the Czech Republic from the Czech Statistical Office 2023–2100

Demografie
This article discusses the use of the Lee-Carter model, one of the most widely used methods for mortality forecasting. It also discusses its modified versions, namely the cohort and coherent variants, which were developed to improve the forecast accuracy
David Morávek
doaj   +1 more source

Effect of air pollution on the global burden of cardiovascular diseases and forecasting future trends of the related metrics: a systematic analysis from the Global Burden of Disease Study 2021

Frontiers in Medicine
BackgroundThis study assesses the worldwide cardiovascular disease (CVD) burden attributed to air pollution, utilizing data from the Global Burden of Disease Study 2021.MethodsWe explored the impact of air pollution on CVDs globally, regionally, and ...
Qingsong Mao, Xiaoyi Zhu, Xinyi Zhang, Yuzhe Kong   +3 more
doaj   +1 more source