Results 171 to 180 of about 38,865 (202)

Mortality Modeling Under Stochastic Frailty

Missouri Journal of Mathematical Sciences, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hasan, Kazi Tanvir, Akman, Olcay
openaire   +2 more sources

A Subordinated Markov Model for Stochastic Mortality

SSRN Electronic Journal, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Xiaoming, Lin, X. Sheldon
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Stochastic Mortality Under Measure Changes

SSRN Electronic Journal, 2009
We provide a self-contained analysis of a class of continuous-time stochastic mortality models that have gained popularity in the last few years. We describe some of their advantages and limitations, examining whether their features survive equivalent changes of measures.
Enrico Biffis, Michel Denuit, Pierre Devolder   +2 more
openaire   +1 more source

Stochastic Mortality: The Impact on Target Capital

SSRN Electronic Journal, 2008
AbstractIn this paper, we take the point of view of an insurer dealing with life annuities, which aims at building up a (partial) internal model in order to quantify the impact of mortality risks, namely process and longevity risk, in view of taking appropriate risk management actions.
A. OLIVIERI, PITACCO, ERMANNO
openaire   +4 more sources

A stochastic proportional hazard model for the force of mortality [PDF]

Journal of Forecasting, 2006
AbstractIn order to avoid ‘frailty’ in deterministic assumptions concerning survival law, in this paper stochastic volatility in the force of mortality is considered. In particular, mortality rates are studied by means of a stochastic model of CIR type.
DI LORENZO, EMILIA, M. SIBILLO, G. TESSITORE   +2 more
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A Stochastic Model for Mortality Rate on Italian Data

Journal of Optimization Theory and Applications, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
GIACOMETTI, Rosella, ORTOBELLI LOZZA, Sergio, BERTOCCHI, Maria   +2 more
openaire   +3 more sources

On Stochastic Mortality Modeling

SSRN Electronic Journal, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Evaluating the goodness of fit of stochastic mortality models

Insurance: Mathematics and Economics, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dowd, Kevin, Cairns, Andrew J. G., Blake, David, Coughlan, Guy D., Epstein, David, Khalaf-Allah, Marwa   +5 more
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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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A Stochastic Model of Mortality, Fertility and Human Capital Investment [PDF]

SSRN Electronic Journal, 2002
Abstract This paper examines the relationship between fertility and human capital investment and its implications for economic growth, focusing on the effects of declining mortality. Unlike the existing literature, this paper stresses the role of uncertainty about the number of surviving children.
openaire   +1 more source