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Evaluation of the forecasting accuracy of stochastic mortality models: An analysis of developed and developing countries

Communications in Statistics Case Studies Data Analysis and Applications, 2022
Jason Narsoo
exaly  

Backtesting stochastic mortality models by prediction interval-based metrics

Quality and Quantity, 2022
Salvatore Scognamiglio, Mario Marino
exaly  

Stochastic mortality model in a state-space framework

2019
Summary: The incorporation of the time-varying parameter in the mortality model has become one the main contributions in the actuarial eld since it allows for the stochastic nature of the mortality rates. However, it has also become a growing concern among the researchers since the residuals of the proposed model are evaluated independently.
Mohd. Nor, S. R., Yusof, F., Bahar, A.
openaire   +1 more source

A proposition of generalized stochastic Milevsky–Promislov mortality models

Scandinavian Actuarial Journal, 2018
Piotr Śliwka, Leslaw Socha
exaly  

Calibrating affine stochastic mortality models using term assurance premiums

Insurance: Mathematics and Economics, 2011
Frank Fabozzi, Rosella Giacometti
exaly  

The American Cancer Society 2035 challenge goal on cancer mortality reduction

Ca-A Cancer Journal for Clinicians, 2019
Ahmedin Jemal   +2 more
exaly  

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