Results 11 to 20 of about 31,710 (259)
A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws
Mathematics, 2021 In this paper, we present and calibrate a multi-population stochastic mortality model based on latent square-root affine factors of the Cox-Ingersoll and Ross type.
Petar Jevtić, Luca Regis
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Stochastic Mortality Modelling for Dependent Coupled Lives [PDF]
Risks, 2020 Broken-heart syndrome is the most common form of short-term dependence, inducing a temporary increase in an individual’s force of mortality upon the occurrence of extreme events, such as the loss of a spouse. Socioeconomic influences on bereavement processes allow for suggestion of variability in the significance of short-term dependence between ...
Kira Henshaw +2 more
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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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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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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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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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Modelling stochastic mortality for dependent lives [PDF]
Insurance: Mathematics and Economics, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Elisa Luciano, Jaap Spreeuw, Elena Vigna
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Stochastic mortality models: an infinite-dimensional approach [PDF]
Finance and Stochastics, 2013 28 ...
Stefan Tappe, Stefan Weber 0005
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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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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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