Results 101 to 110 of about 38,865 (202)
A comparison of ten principal component methods for forecasting mortality rates [PDF]
Using the age- and sex-specific data of 14 developed countries, we compare the short- to medium-term accuracy of ten principal component methods for forecasting mortality rates and life expectancy. These ten methods include the Lee-Carter method and many
Heather Booth +2 more
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A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function [PDF]
The stochastic frontier model used for continuous dependent variables is extended to accommodate output measured as a discrete ordinal outcome variable.
Xiaohui Zhang +2 more
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Stochastic mortality : modelling and optimal investment
, 2020 Nothing is more certain than death, nothing more uncertain than its hour. Even today the timepoint of death is unknown, but death will occur with certainty. In this work, the uncertainty of death time is included in our considerations of mortality modelling, optimal investment as insured under uncertain death time and optimal investment as insurance ...
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Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities [PDF]
This paper assesses the impact of variable investment-linked deferred annuities (VILDAs) on lifecycle consumption, saving, and portfolio allocation patterns given stochastic and systematic mortality.
Raimond Maurer +3 more
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Bayesian stochastic mortality modeling for two populations
, 2011 This paper introduces a new framework for modelling the joint development over time of mortality rates in a pair of related populations with the primary aim of producing consistent mortality forecasts for the two populations.
Kevin Dowd +14 more
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On the distribution of life annuities with stochastic interest rates. [PDF]
In the traditional approach to life contingencies only decrements are assumed to be stochastic. In this contribution we consider the distribution of a life annuity (and a portfolio of life annuities) when also the stochastic nature of interest rates is ...
Darkiewicz, Grzegorz +2 more
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Business: Theory and Practice, 2011 The article examines the problem of determining asset allocation to sustainable retirement portfolio. The article attempts to apply heuristic method – 100 minus age in stocks rule – to determine asset allocation to sustainable retirement portfolio. Using
Aušra Klimavičienė
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, 2014 This article presents the methodology of stochastic modeling mortality on the example of the models: Lee-Carter, Renshaw-Haberman and Plat. As a result of calcula-tions, estimated model parameters describing the level of mortality in the Polish popula ...
Jodź, Kamil
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Dynamic redundancy and mortality in stochastic search
Search processes are a fundamental part of natural and artificial systems. In such settings, the number of searchers is rarely constant: new agents may be recruited while others can abandon the search. Despite the ubiquity of these dynamics, their combined influence on search efficiency remains unexplored.
Linn, Samantha, Kumar, Aanjaneya
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Comparative Population Studies, 2012 Stochastic population forecasts are gaining popularity in these times of demographic change, as compared with the scenario technique frequently used for projections, they provide important additional information: the forecasted population lies within a ...
Philipp Deschermeier
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