Results 51 to 60 of about 33,316 (165)
Forecasting mortality rates with a general stochastic mortality trend model
Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics, 2020 Summary: This paper presents a model, which can closely estimate the future mortality rates whose efficiency is performed through the comparisons with respect to Lee-Carter and mortality trend models. This general model estimates the logit function of death rate in terms of general tendency of the mortality evolution independent of age, the mortality ...
Etkin, Hasgül +2 more
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Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection
Entropy, 2018 We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to ...
Gabriel Martos +3 more
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On the Stochastic Dynamics of a Social Epidemics Model
Discrete Dynamics in Nature and Society, 2017 Alcohol abuse is a major social problem, which has caused a lot of damages or hidden dangers to the individual and the society. In this paper, with random factors of alcoholism considered in mortality rate of compartment populations, we formulate a ...
Xun-Yang Wang +2 more
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Microbiology SpectrumMicroorganisms are vital for the health of marine invertebrates, and their assembly is driven by both deterministic and stochastic factors that regulate residents (innate to the host) and transients (from ambient water).
Mingkun Liu +7 more
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Risks, 2018 During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised ...
Apostolos Bozikas, Georgios Pitselis
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Shaping human mortality patterns through intrinsic and extrinsic vitality processes
Demographic Research, 2013 BACKGROUND While historical declines in human mortality are clearly shaped by lifestyle and environmental improvements, modeling patterns is difficult because intrinsic and extrinsic processes shape mortality through complex stochastic interactions ...
Ting Li, James Anderson
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Estimation of Uncertainty in Mortality Projections Using State-Space Lee-Carter Model
Mathematics, 2020 The study develops alternatives of the classical Lee-Carter stochastic mortality model in assessment of uncertainty of mortality rates forecasts. We use the Lee-Carter model expressed as linear Gaussian state-space model or state-space model with ...
Rokas Gylys, Jonas Šiaulys
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Optimal Investment Considerations for a Single Cohort Life Insurance Portfolio
RisksThis study examines the portfolio optimization problem of an insurance company that issues an annuity, receives the associated premiums as a lump sum, and invests in a financial market.
Sari Cahyaningtias +3 more
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Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs
Risks, 2016 Variable annuities represent certain unit-linked life insurance products offering different types of protection commonly referred to as guaranteed minimum benefits (GMXBs).
Marcos Escobar +4 more
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Adoption of projected mortality table for the Slovenian market using the Poisson log-bilinear model to test the minimum standard for valuing life annuities [PDF]
Economic and Business Review, 2015 With the introduction of Solvency II a consistent market approach to the valuation of insurance assets and liabilities is required. For the best estimate of life annuity provisions one should estimate the longevity risk of the insured population in ...
Darko Medved +3 more
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