Results 1 to 10 of about 30,581 (118)

Is Excess Mortality Returning to Pre-Pandemic Levels? A Multi-Model Stochastic Approach for COVID-19: The Spanish Case. [PDF]

Epidemiologia (Basel)
Introduction: 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.
Ibáñez-Soriano J, Morillas-Jurado FG.
europepmc   +2 more sources

The paradox of neglecting changes in behavior: How standard epidemic models misestimate both transmissibility and final epidemic size. [PDF]

PLoS Comput Biol
During epidemic outbreaks, populations adapt their behavior in response to disease burden, fundamentally altering transmission dynamics. Despite this, most compartmental models assume constant contact rates throughout outbreaks.
Pant B, Lalovic M, Kiss IZ, Santillana M.   +3 more
europepmc   +2 more sources

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, Mohammad Mehdi Gholi Keshmarzi   +1 more
doaj   +1 more source

Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?

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
doaj   +1 more source

Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters

Risks, 2021
Increasing retirement ages in an automatic or scheduled way with increasing life expectancy at retirement is a popular pension policy response to continuous longevity improvements.
Mercedes Ayuso, Jorge M. Bravo, Robert Holzmann, Edward Palmer   +3 more
doaj   +1 more source

A Preliminary Investigation of a Single Shock Impact on Italian Mortality Rates Using STMF Data: A Case Study of COVID-19

Data, 2023
Mortality shocks, such as pandemics, threaten the consolidated longevity improvements, confirmed in the last decades for the majority of western countries.
Maria Francesca Carfora, Albina Orlando
doaj   +1 more source

Modelling French and Portuguese Mortality Rates with Stochastic Differential Equation Models: A Comparative Study

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, Nuno M. Brites   +1 more
doaj   +1 more source

Stochastic modeling of mortality rates and Mortality-at-Risk forecast by taking conditional heteroscedasticity effect into account

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
doaj   +1 more source

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, Michael Sherris, Andrés M. Villegas, Jonathan Ziveyi   +3 more
doaj   +1 more source

StMoMo: An R Package for Stochastic Mortality Modeling

Journal of Statistical Software, 2018
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 ...
Andrés M. Villegas, Vladimir K. Kaishev, Pietro Millossovich   +2 more
doaj   +1 more source