Results 181 to 190 of about 38,865 (202)

Stochastic Forecast of Mortality Effects

SSRN Electronic Journal, 2011
In this study we propose a stochastic mortality forecast model that may be viewed as a Levy process. First, age, period and cohort effects are objectively identified in a given matrix of historic mortality data. Next, these patterns are removed from the matrix of mortality improvement rates.
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Stochastic Control System for Mortality Benefits

Stochastic Analysis and Applications, 2009
This article investigates a stochastic control model for a pension fund which provides a variable death benefit to its members during the post-retirement period. The main framework model is described by two correlated fractional Brownian motions which correspond to investment and mortality risks, accordingly.
Athanasios A. Pantelous, Alexandros A. Zimbidis   +1 more
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Analysis of Finnish and Swedish mortality data with stochastic mortality models

European Actuarial Journal, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Stochastic Theory of Mortality*

Annals of the New York Academy of Sciences, 1962
Sacher, G. A., Trucco, E.
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Global Cancer Statistics 2020: GLOBOCAN Estimates of Incidence and Mortality Worldwide for 36 Cancers in 185 Countries

Ca-A Cancer Journal for Clinicians, 2021
Hyuna Sung, Jacques Ferlay, Rebecca L Siegel   +2 more
exaly  

Stochastic mortality under measure changes

Scandinavian Actuarial Journal, 2010
Enrico Biffis, Michel Denuit, Pierre Devolder   +2 more
exaly  

Longevity bond pricing under stochastic interest rate and mortality with regime-switching

Insurance: Mathematics and Economics, 2013
Yang Shen, Tak Kuen Siu
exaly  

STOCHASTIC MORTALITY MODELS FOR THE POPULATION OF TURKEY

2016
Ölümlülük tahminleri, demografi ve aktüerya bilimlerinde önemli bir rol oynamaktadır.Önceki ölümlülük modellemesi çalışmalarında, zaman bağlı olarak ölüm oranlarındaki olasıdeğişimler dikkate alınmamaktaydı. Zaman içinde bu değişimleri dikkate alan birçokstokastik ölümlülük modelleme yöntemleri geliştirilmiştir.Bu çalışmanın amacı, Türkiye ölümlülüğünü
KUL, Funda, SUCU, Meral
openaire   +1 more source

Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method

Quantitative Finance, 2019
Katja Ignatieva, Jonathan Ziveyi
exaly  

A proposition of generalized stochastic Milevsky–Promislov mortality models

Scandinavian Actuarial Journal, 2018
Piotr Śliwka, L Socha
exaly