Results 1 to 10 of about 8,249,197 (148)
Stochastic mortality models: an infinite-dimensional approach [PDF]
Finance and Stochastics, 2013 28 ...
Stefan Tappe
exaly +4 more sources
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
doaj +3 more sources
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
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StMoMo: An R Package for Stochastic Mortality Modeling [PDF]
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 +2 more
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Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models
Risks, 2016 In this paper, we quantitatively compare the forecasts from four different mortality models. We consider one discrete-time model proposed by Lee and Carter (1992) and three continuous-time models: the Wills and Sherris (2011) model, the Feller process ...
Anastasia Novokreshchenova
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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.
James Vaupel +2 more
exaly +7 more sources
Risks, 2018 During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised ...
Apostolos Bozikas, Georgios Pitselis
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Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates
Risks, 2013 In the actuarial literature, it has become common practice to model future capital returns and mortality rates stochastically in order to capture market risk and forecasting risk. Although interest rates often should and mortality rates always have to be
Marcus C. Christiansen
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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 +1 more
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Modelling Stochastic Bivariate Mortality [PDF]
SSRN Electronic Journal, 2006 Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to represent mortality risk. This paper represents a first attempt to model the mortality risk of couples of individuals, according to the stochastic intensity approach.\ud \ud On the theoretical side, we extend to ...
Luciano, E., Spreeuw, J., Vigna, E.
openaire +2 more sources