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Mortality density forecasts: An analysis of six stochastic mortality models [PDF]
Insurance: Mathematics and Economics, 2008 Abstract This paper develops a framework for developing forecasts of future mortality rates. We discuss the suitability of six stochastic mortality models for forecasting future mortality and estimating the density of mortality rates at different ages.
Andrew J. G. Cairns +5 more
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Actuarial Applications and Estimation of Extended CreditRisk+
Risks, 2017 We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov chain Monte Carlo
Jonas Hirz +2 more
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Mathematics, 2023 In recent times, there has been a notable global phenomenon characterized by a double predicament arising from the concomitant rise in worldwide life expectancy and a significant decrease in birth rates.
Daniel dos Santos Baptista +1 more
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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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Stochastic Mortality Models and Pandemic Shocks [PDF]
, 2021 AbstractAfter decades of worldwide steady improvements in life expectancy, the COVID-19 pandemic produced a shock that had an extraordinary immediate impact on mortality rates globally. This shock had largely heterogeneous effects across cohorts, socio-economic groups, and nations.
Luca Regis, Petar Jevtić
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Mortality Projections for Small Populations: An Application to the Maltese Elderly
Risks, 2019 In small populations, mortality rates are characterized by a great volatility, the datasets are often available for a few years and suffer from missing data.
Massimiliano Menzietti +2 more
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Long-Term Conservation Effects of Protected Areas in Stochastic Population Dynamics
Frontiers in Ecology and Evolution, 2021 Terrestrial and marine protected areas are essential tools in mitigating anthropogenic impacts and promoting population persistence and resource sustainability.
Nao Takashina
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Dynamic Behavior of an Interactive Mosquito Model under Stochastic Interference
Mathematics, 2022 For decades, mosquito-borne diseases such as dengue fever and Zika have posed serious threats to human health. Diverse mosquito vector control strategies with different advantages have been proposed by the researchers to solve the problem.
Xingtong Liu, Yuanshun Tan, Bo Zheng
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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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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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