Results 31 to 40 of about 31,710 (259)
Variance and Interest Rate Risk in Unit-Linked Insurance Policies
Risks, 2020 One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños +2 more
doaj +1 more source
Stability of positive equilibrium of a Nicholson blowflies model with stochastic perturbations
Electronic Journal of Qualitative Theory of Differential Equations, 2020 This paper is concerned with the stability problem of the positive equilibrium of a Nicholson's blowflies model with nonlinear density-dependent mortality rate subject to stochastic perturbations.
Le Van Hien, Nguyen Thi Lan-Huong
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Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models
Risks, 2022 Affine mortality models are well suited for theoretical and practical application in pricing and risk management of mortality risk. They produce consistent, closed-form stochastic survival curves allowing for the efficient valuation of mortality-linked ...
Zhiping Huang +3 more
doaj +1 more source
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
doaj +1 more source
StMoMo: An R Package for Stochastic Mortality Modelling [PDF]
SSRN Electronic Journal, 2015 In this paper we mirror the framework of generalized (non-)linear models to define the family of generalized age-period-cohort stochastic mortality models which encompasses the vast majority of stochastic mortality projection models proposed to date, including the well-known Lee-Carter and Cairns-Blake-Dowd models.
Millossovich, P. +2 more
openaire +6 more sources
Application of Machine Learning to Mortality Modeling and Forecasting
Risks, 2019 Estimation of future mortality rates still plays a central role among life insurers in pricing their products and managing longevity risk. In the literature on mortality modeling, a wide number of stochastic models have been proposed, most of them ...
Susanna Levantesi, Virginia Pizzorusso
doaj +1 more source
Frontiers in Veterinary Science, 2021 This study aims to estimate the economic loss due to vibriosis in the production of Asian seabass in floating net-cages on the east coast of Peninsular Malaysia.
Siti Hajar Mohd Yazid +8 more
doaj +1 more source
Stochastic modeling of assets and liabilities with mortality risk [PDF]
Scandinavian Actuarial Journal, 2021 This paper describes a general approach for stochastic modeling of assets returns and liability cash-flows of a typical pensions insurer. On the asset side, we model the investment returns on equities and various classes of fixed-income instruments including short- and long-maturity fixed-rate bonds as well as index-linked and corporate bonds.
Sergio Alvares Maffra +2 more
openaire +2 more sources
A Bayesian Approach to Developing a Stochastic Mortality Model for China [PDF]
Journal of the Royal Statistical Society Series A: Statistics in Society, 2019 SummaryStochastic mortality models have a wide range of applications. They are particularly important for analysing Chinese mortality, which is subject to rapid and uncertain changes. However, owing to data-related problems, stochastic modelling of Chinese mortality has not been given adequate attention.
Li, JS-H +4 more
openaire +3 more sources
BJS (British Journal of Surgery), EarlyView., 2020 Recommendations for clinical and molecular identification of LS, surgical and endoscopic management of LS‐associated colorectal cancer and preventive measures for cancer were produced. The emphasis was on surgical and gastroenterological aspects of the cancer spectrum.
T. T. Seppälä +18 more
wiley +1 more source