Results 11 to 20 of about 33,316 (165)
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
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Modelling stochastic mortality for dependent lives [PDF]
Insurance: Mathematics and Economics, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
LUCIANO, Elisa +2 more
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A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting
Risks, 2022 Mortality improvements and life expectancies have been increasing in recent decades, leading to growing interest in understanding mortality risk and longevity risk. Studies of mortality forecasting are of interest among actuaries and demographers because
Norkhairunnisa Redzwan, Rozita Ramli
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Projecting Mortality Rates Using a Markov Chain
Mathematics, 2022 We present a mortality model where future stochastic changes in population-wide mortality are driven by a finite-state hierarchical Markov chain. A baseline mortality in an initial ‘Alive’ state is calculated as the average logarithm of the observed ...
Jaap Spreeuw +2 more
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Data, 2023 Mortality shocks, such as pandemics, threaten the consolidated longevity improvements, confirmed in the last decades for the majority of western countries.
Maria Francesca Carfora, Albina Orlando
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Mortality density forecasts: An analysis of six stochastic mortality models [PDF]
Insurance: Mathematics and Economics, 2008 Abstract This paper develops a framework for developing forecasts of future mortality rates. We discuss the suitability of six stochastic mortality models for forecasting future mortality and estimating the density of mortality rates at different ages.
Andrew J. G. Cairns +5 more
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Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities
Risks, 2016 This paper studies the dependence between coupled lives, i.e., the spouses’ dependence, across different generations, and its effects on prices of reversionary annuities in the presence of longevity risk.
Elisa Luciano, Jaap Spreeuw, Elena Vigna
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Affine Stochastic Mortality [PDF]
SSRN Electronic Journal, 2004 The author proposes a new model for mortality intensity. The approach is based on the observation that if the mortality intensity is an affine function of a number of latent factors, the survival and death probabilities are known in closed form.
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Extensions on the Hatzopoulos–Sagianou Multiple-Components Stochastic Mortality Model
Risks, 2022 In this paper, we present extensions of the Hatzopoulos–Sagianou (2020) (HS) multiple-component stochastic mortality model. Our aim is to thoroughly evaluate and stress test the HS model by deploying various link functions, using generalised linear ...
Aliki Sagianou, Peter Hatzopoulos
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Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [PDF]
تحقیقات مالی, 2023 Objective: This article explains different approaches for pricing life settlements in the secondary market to adopt them for pricing the same product in Iran’s insurance industry.Methods: This is a quantitative study with a focus on life settlements ...
Mahboubeh Aalaei +2 more
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