Results 11 to 20 of about 9,882,534 (302)
Stochastic mortality models: an infinite-dimensional approach [PDF]
Finance and Stochastics, 2013 28 ...
Stefan Tappe, Stefan Weber 0005
openaire +3 more sources
Comparing Stochastic Models for Forecasting Mortality in Malaysia: Lee-Carter, Booth-Maindonald-Smith, and Age-Period-Cohort [PDF]
Mathematical Sciences and Informatics JournalThe Human Life Table Database (HLD) provided the death rate data utilised in this study. With an emphasis on gender disparities and applying data from 2001 to 2020, this study analyses the problem of selecting the most accurate stochastic ...
Shamshimah Samsuddin +4 more
doaj +3 more sources
Bivariate Stochastic Modeling of Functional Response With Natural Mortality [PDF]
Journal of Agricultural, Biological, and Environmental Statistics, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Faddy, Malcolm +2 more
openaire +4 more sources
Identifying Structural Breaks in Stochastic Mortality Models [PDF]
ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B: Mechanical Engineering, 2012 In recent years, the issue of life expectancy has become of utmost importance to pension providers, insurance companies, and government bodies in the developed world. Significant and consistent improvements in mortality rates and hence life expectancy have led to unprecedented increases in the cost of providing for older ages.
O’Hare, Colin, Li, Youwei
openaire +4 more sources
Stochastic Mortality Models and Pandemic Shocks [PDF]
, 2021 AbstractAfter decades of worldwide steady improvements in life expectancy, the COVID-19 pandemic produced a shock that had an extraordinary immediate impact on mortality rates globally. This shock had largely heterogeneous effects across cohorts, socio-economic groups, and nations.
Regis, Luca, Jevtić, Petar
openaire +2 more sources
Stochastic Modelling of Mortality and Financial Markets [PDF]
Scandinavian Actuarial Journal, 2011 The uncertain future development of mortality and financial markets affects the operation of every life insurer. In particular, the joint distribution of mortality and investment returns is crucial in pricing and hedging of mortality-linked securities and other life insurance products.
Pennanen, Teemu, Aro, Helena
openaire +4 more sources
Stochastic Mortality Modelling for Dependent Coupled Lives [PDF]
Risks, 2020 Broken-heart syndrome is the most common form of short-term dependence, inducing a temporary increase in an individual’s force of mortality upon the occurrence of extreme events, such as the loss of a spouse. Socioeconomic influences on bereavement processes allow for suggestion of variability in the significance of short-term dependence between ...
Kira Henshaw +2 more
openaire +3 more sources
Modelling stochastic mortality for dependent lives [PDF]
Insurance: Mathematics and Economics, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
LUCIANO, Elisa +2 more
openaire +5 more sources
Modelling Stochastic Bivariate Mortality [PDF]
, 2006 In this note we use doubly stochastic processes (or Cox processes) in order to model the evolution of the stochastic force of mortality of an individual aged x. These processes have been widely used in the credit risk literature in modelling the default arrival, and in this context have proved to be quite flexible and useful.
Elisa Luciano, Elena Vigna, Jaap Spreeuw
openaire +2 more sources
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.
Vaupel, J.W., Yashin, A.I., Manton, K.G.
openaire +6 more sources