Results 21 to 30 of about 33,316 (165)
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
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Identifying Structural Breaks in Stochastic Mortality Models [PDF]
ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B: Mechanical Engineering, 2012 In recent years, the issue of life expectancy has become of utmost importance to pension providers, insurance companies, and government bodies in the developed world. Significant and consistent improvements in mortality rates and hence life expectancy have led to unprecedented increases in the cost of providing for older ages.
O’Hare, Colin, Li, Youwei
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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
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Debilitation's aftermath: Stochastic process models of mortality [PDF]
Mathematical Population Studies, 1988 A stochastic differential equation model is developed to clarify the interaction of debilitation, recuperation, selection, and aging. The model yields various insights about the lingering mortality consequences of disasters such as wars, famines, and epidemics that may weaken the survivors.
Vaupel, J.W., Yashin, A.I., Manton, K.G.
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Stochastic mortality models: an infinite-dimensional approach [PDF]
Finance and Stochastics, 2013 28 ...
Tappe, Stefan, Weber, Stefan
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Application of Machine Learning to Mortality Modeling and Forecasting
Risks, 2019 Estimation of future mortality rates still plays a central role among life insurers in pricing their products and managing longevity risk. In the literature on mortality modeling, a wide number of stochastic models have been proposed, most of them ...
Susanna Levantesi, Virginia Pizzorusso
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Quadratic stochastic intensity and prospective mortality tables [PDF]
Insurance: Mathematics and Economics, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christian Gourieroux, Alain Monfort
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Risks, 2017 In this study we develop a multi-factor extension of the family of Lee-Carter stochastic mortality models. We build upon the time, period and cohort stochastic model structure to extend it to include exogenous observable demographic features that can be ...
Dorota Toczydlowska +3 more
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BMC Medical Research Methodology, 2020 Background Precise predictions of incidence and mortality rates due to breast cancer (BC) are required for planning of public health programs as well as for clinical services.
Sumaira Mubarik, Ying Hu, Chuanhua Yu
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Stochastic Modelling of Mortality and Financial Markets [PDF]
SSRN Electronic Journal, 2011 The uncertain future development of mortality and financial markets affects the operation of every life insurer. In particular, the joint distribution of mortality and investment returns is crucial in pricing and hedging of mortality-linked securities and other life insurance products.
Pennanen, Teemu, Aro, Helena
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