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Affine stochastic models of mortality and longevity risk

, 2005
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Mortality Modeling Under Stochastic Frailty

Missouri Journal of Mathematical Sciences, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hasan, Kazi Tanvir, Akman, Olcay
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A stochastic proportional hazard model for the force of mortality [PDF]

Journal of Forecasting, 2006
AbstractIn order to avoid ‘frailty’ in deterministic assumptions concerning survival law, in this paper stochastic volatility in the force of mortality is considered. In particular, mortality rates are studied by means of a stochastic model of CIR type.
DI LORENZO, EMILIA, M. SIBILLO, G. TESSITORE   +2 more
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A Subordinated Markov Model for Stochastic Mortality

SSRN Electronic Journal, 2011
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Liu, Xiaoming, Lin, X. Sheldon
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A Stochastic Model for Mortality Rate on Italian Data

Journal of Optimization Theory and Applications, 2011
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GIACOMETTI, Rosella, ORTOBELLI LOZZA, Sergio, BERTOCCHI, Maria   +2 more
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On Stochastic Mortality Modeling

SSRN Electronic Journal, 2009
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Evaluating the goodness of fit of stochastic mortality models

Insurance: Mathematics and Economics, 2009
This study sets out a framework to evaluate the goodness of fit of stochastic mortality models and applies it to six different models estimated using English & Welsh male mortality data. The methodology exploits the structure of each model to obtain various residual series that are predicted to be iid standard normal under the null hypothesis of ...
Kevin Dowd, Andrew J. G. Cairns, David P. Blake, Guy Coughlan, David Epstein, Marwa Khalaf-Allah   +5 more
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A Stochastic Model of Mortality, Fertility and Human Capital Investment [PDF]

Journal of Development Economics, 2002
This paper examines the relationship between fertility and human capital investment and its implications for economic growth, focusing on the effects of declining mortality. Unlike the existing literature, this paper stresses the role of uncertainty about the number of surviving children.
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