Results 1 to 10 of about 36,213 (114)

Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?

Risks, 2023
Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models—in terms, that is,
Miguel Santolino
doaj   +3 more sources

Is Excess Mortality Returning to Pre-Pandemic Levels? A Multi-Model Stochastic Approach for COVID-19: The Spanish Case [PDF]

Epidemiologia
Introduction: This study quantifies excess mortality in Spain during and after the COVID-19 pandemic and assesses whether mortality levels are returning to pre-pandemic patterns.
Julio Ibáñez-Soriano, Francisco G. Morillas-Jurado   +1 more
doaj   +2 more sources

Stochastic Mortality Modelling for Dependent Coupled Lives

Risks, 2020
Broken-heart syndrome is the most common form of short-term dependence, inducing a temporary increase in an individual’s force of mortality upon the occurrence of extreme events, such as the loss of a spouse. Socioeconomic influences on bereavement
Kira Henshaw, Corina Constantinescu, Olivier Menoukeu Pamen   +2 more
doaj   +3 more sources

Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models

Risks, 2016
In this paper, we quantitatively compare the forecasts from four different mortality models. We consider one discrete-time model proposed by Lee and Carter (1992) and three continuous-time models: the Wills and Sherris (2011) model, the Feller process ...
Anastasia Novokreshchenova
doaj   +3 more sources

An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing

Risks, 2018
During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised ...
Apostolos Bozikas, Georgios Pitselis
doaj   +3 more sources

Generalization of stochastic mortality models to improve mortality prediction in life insurance and pension funds [PDF]

تصمیم گیری و تحقیق در عملیات, 2023
Purpose: Mortality is a dynamic process that completes over time and is a fundamental issue in life insurance, pension fund, health insurance, and in general any issue related to financial planning that deals with the longevity of individuals. Therefore,
Shirin Shoaee, Mohammad Mehdi Gholi Keshmarzi   +1 more
doaj   +1 more source

A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws

Mathematics, 2021
In this paper, we present and calibrate a multi-population stochastic mortality model based on latent square-root affine factors of the Cox-Ingersoll and Ross type.
Petar Jevtić, Luca Regis
doaj   +1 more source

Modelling French and Portuguese Mortality Rates with Stochastic Differential Equation Models: A Comparative Study

Mathematics, 2023
In recent times, there has been a notable global phenomenon characterized by a double predicament arising from the concomitant rise in worldwide life expectancy and a significant decrease in birth rates.
Daniel dos Santos Baptista, Nuno M. Brites   +1 more
doaj   +1 more source

Stochastic modeling of mortality rates and Mortality-at-Risk forecast by taking conditional heteroscedasticity effect into account

Heliyon, 2021
Mortality and mortality rate have become the major issues in insurance industries, for instance, life insurance and pension fund. Such industries will, in particular, be concerned with the quantification of risk attached, say longevity risk, to insurance
Khreshna Syuhada, Arief Hakim
doaj   +1 more source

Global aging - the nature of longevity risk

Acta Universitatis Lodziensis. Folia Oeconomica, 2016
In this paper we investigate the latest developments on longevity risk modelling. We first introduce longevity risk to allow for a better understanding of the related challenges in term of risk management from both a financial and insurance point of view.
Grażyna Trzpiot
doaj   +1 more source