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

Epidemiologia
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.
Julio Ibáñez-Soriano, Francisco G. Morillas-Jurado   +1 more
doaj   +2 more sources

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   +3 more sources

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   +3 more sources

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
doaj   +3 more sources

An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing

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
doaj   +3 more sources

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
doaj   +3 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

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

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

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