Results 261 to 270 of about 366,903 (304)

Mortality Modeling: Machine Learning and Mortality Shocks

2022
This thesis offers a thorough review of stochastic mortality models, including various calibration and forecasting procedures. As a new contribution to the literature, machine learning methods are applied, yielding fresh perspectives on mortality data and improved forecasting performance.
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Multivariate Long Memory Cohort Mortality Models

SSRN Electronic Journal, 2018
AbstractThe existence of long memory in mortality data improves the understandings of features of mortality data and provides a new approach for establishing mortality models. The findings of long-memory phenomena in mortality data motivate us to develop new mortality models by extending the Lee–Carter (LC) model to death counts and incorporating long ...
Hongxuan Yan, Gareth W. Peters, Jennifer S.K. Chan   +2 more
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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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Modelling frailty in area mortality

Statistics in Medicine, 1995
AbstractThis paper investigates the impact on area life tables of the specification of unobserved frailty. Frailty specification may affect both the regression effects of area and individual level covariates, and lead to changes in the value of summary mortality parameters, such as life expectancy.
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Mortality modeling: A review

Mathematical Population Studies, 2000
Looking at survival in terms of biological indicators of aging has given rise to various models of mortality, some of which we review here. The most notable models are that of Strehler and Mildvan, which relates the force of mortality to the ability of organisms to compensate for stress, and that of Sacher and Trucco, which describes the role played by
Anatoli I. Yashin, Ivan A. Iachine, Alexander S. Begun   +2 more
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Mortality Modeling Perspectives

2008
As the human lifespan increases, more and more people are becoming interested in mortality rates at higher ages. Since 1909, the birth rate in the United States has been decreasing except for a major significant increase after World War II, between the years 1946 and 1964, also known as the baby boom period.
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Transforming Mortality Prediction: A Transformer-Based Mortality Prediction Model

The Journals of Gerontology, Series B: Psychological Sciences and Social Sciences
Abstract Objectives Mortality prediction and the identification of mortality risks are central to social and biological sciences. Traditional models often assess linear associations between single risk factors and mortality.
Jordan Weiss, Alaleh Azhir, Nilam Ram, David H Rehkopf   +3 more
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Model Schedules of Mortality

2011
The observation of empirical regularities in mortality risks across many populations with reliable data (see Chapter 10 by Robine, this volume) led to the development of model schedules of mortality. These models are parsimonious representations of typical age and gender variations in the risk of death.
Patrick Heuveline, Samuel J. Clark
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Stochastic Mortality Models. Application to CR Mortality Data

2014
The ageing process is a great challenge for many European countries, not excluding Czech Republic (CR) and it brings financial risk in areas such as social policy, pensions and health care. The motivation for this paper is to compare various mortality models. We have attempted to explain mortality improvements for males aged 62–90 in CR using a several
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The basic mortality model

2009
Abstract Some elements of the basic mortality model underlying life insurance, life annuities and pensions have been already introduced in Chapter 1, while presenting the structure of life annuities; see in particular Sections 1.2 and 1.3. In Chapter 2, we consider the mortality model in more depth.
Ermanno Pitacco, Michel Denuit, Steven Haberman, Annamaria Olivieri   +3 more
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