Results 11 to 20 of about 30,783 (304)
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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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
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Mortality density forecasts: An analysis of six stochastic mortality models [PDF]
Insurance: Mathematics and Economics, 2008 Abstract This paper develops a framework for developing forecasts of future mortality rates. We discuss the suitability of six stochastic mortality models for forecasting future mortality and estimating the density of mortality rates at different ages.
Andrew J. G. Cairns +5 more
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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
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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.
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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
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Stochastic Modelling of Mortality and Financial Markets [PDF]
SSRN Electronic 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
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Modelling stochastic mortality for dependent lives [PDF]
Insurance: Mathematics and Economics, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Elisa Luciano, Jaap Spreeuw, Elena Vigna
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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 +3 more
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A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting
Risks, 2022 Mortality improvements and life expectancies have been increasing in recent decades, leading to growing interest in understanding mortality risk and longevity risk. Studies of mortality forecasting are of interest among actuaries and demographers because
Norkhairunnisa Redzwan, Rozita Ramli
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