Results 1 to 10 of about 31,611 (160)
Risks, 2023 Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models—in terms, that is,
Miguel Santolino
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Is Excess Mortality Returning to Pre-Pandemic Levels? A Multi-Model Stochastic Approach for COVID-19: The Spanish Case [PDF]
EpidemiologiaIntroduction: This study quantifies excess mortality in Spain during and after the COVID-19 pandemic and assesses whether mortality levels are returning to pre-pandemic patterns.
Julio Ibáñez-Soriano +1 more
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Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model
Risks, 2022 We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates.
Jens Robben +2 more
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Stochastic model for analysis of longitudinal data on aging and mortality [PDF]
Mathematical Biosciences, 2007 Aging-related changes in a human organism follow dynamic regularities, which contribute to the observed age patterns of incidence and mortality curves. An organism's 'optimal' (normal) physiological state changes with age, affecting the values of risks of disease and death. The resistance to stresses, as well as adaptive capacity, declines with age. An
Anatoli I Yashin +2 more
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Simulation and optimal control of stochastic delay differential models for hepatitis C virus epidemics [PDF]
Scientific ReportsThe hepatitis C virus (HCV) is recognized as a significant global public health concern due to its complex transmission dynamics and long-term health consequences.
Nikhil Kumar +3 more
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Catastrophe risk in a stochastic multi‐population mortality model
Journal of Risk and InsuranceAbstractThis paper incorporates mortality shocks in the scenarios for future mortality rates produced by a stochastic multi‐population mortality model. Hereto, the proposed model combines a decreasing stochastic mortality trend with a mechanism that switches between regimes of low and high volatility.
Jens Robben, Katrien Antonio
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Generalization of stochastic mortality models to improve mortality prediction in life insurance and pension funds [PDF]
تصمیم گیری و تحقیق در عملیات, 2023 Purpose: Mortality is a dynamic process that completes over time and is a fundamental issue in life insurance, pension fund, health insurance, and in general any issue related to financial planning that deals with the longevity of individuals. Therefore,
Shirin Shoaee +1 more
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FinTech, 2023 Longevity is without a doubt on the rise throughout the world due to advances in technology and health. Since 1960, Ghana’s average annual mortality improvement has been about 1.236%.
Samuel Asante Gyamerah +3 more
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Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model
Risks, 2021 We introduce four variants of the common age effect model proposed by Kleinow, which describes the mortality rates of multiple populations. Our model extensions are based on the assumption of multiple common age effects, each of which is shared only by a
Simon Schnürch +2 more
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Modelling Stochastic Bivariate Mortality [PDF]
SSRN Electronic Journal, 2006 Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to represent mortality risk. This paper represents a first attempt to model the mortality risk of couples of individuals, according to the stochastic intensity approach.\ud \ud On the theoretical side, we extend to ...
Luciano, E., Spreeuw, J., Vigna, E.
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