Results 231 to 240 of about 31,710 (259)
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A Subordinated Markov Model for Stochastic Mortality
SSRN Electronic Journal, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Xiaoming, Lin, X. Sheldon
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On Stochastic Mortality Modeling
SSRN Electronic Journal, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Evaluating the goodness of fit of stochastic mortality models
Insurance: Mathematics and Economics, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dowd, Kevin +5 more
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A Stochastic Model of Mortality, Fertility and Human Capital Investment [PDF]
SSRN Electronic Journal, 2002 Abstract This paper examines the relationship between fertility and human capital investment and its implications for economic growth, focusing on the effects of declining mortality. Unlike the existing literature, this paper stresses the role of uncertainty about the number of surviving children.
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Longevity: A ‘Simple’ Stochastic Modelling of Mortality
British Actuarial Journal, 2009ABSTRACTAll UK insurers exposed to longevity risk need to perform stress tests for their Individual Capital Assessment (ICA). Some have put in place deterministic models which are arguably too simple; others have developed stochastic models that can be demanding and complex.This paper presents a simple model to turn any deterministic mortality scenario
B. Browne, J. Duchassaing, F. Suter
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Stochastic Mortality Models. Application to CR Mortality Data
2014The ageing process is a great challenge for many European countries, not excluding Czech Republic (CR) and it brings financial risk in areas such as social policy, pensions and health care. The motivation for this paper is to compare various mortality models. We have attempted to explain mortality improvements for males aged 62–90 in CR using a several
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A user-friendly approach to stochastic mortality modelling
European Actuarial Journal, 2011This paper proposes a general approach to stochastic mortality modelling. The logit transforms of annual survival probabilities are modelled by a linear combination of user-specified basis function of age. The model is easy to calibrate using the maximum likelihood method.
Aro, H., Pennanen, T.
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Stochastic Process Models of Mortality and Aging
2016A better understanding of relationships among human aging, health, and longevity requires integrative statistical methods capable of taking into account relevant knowledge accumulated in the field when extracting useful information from the data. In this chapter, we describe an approach to statistical analyses of longitudinal data based on the use of ...
Anatoliy I. Yashin +7 more
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Analysis of Finnish and Swedish mortality data with stochastic mortality models
European Actuarial Journal, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A stochastic model of organizational mortality: Review and reanalysis
Social Science Research, 1983Abstract An effort is made to integrate the research literatures of business policy and organizational sociology as they concern organizational mortality. The previous empirical studies of organizational mortality are reviewed and considered in light of current theoretical arguments. Three stochastic models are developed to test hypotheses concerning
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