Results 271 to 280 of about 30,783 (304)
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Mortality Modeling Under Stochastic Frailty
Missouri Journal of Mathematical Sciences, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hasan, Kazi Tanvir, Akman, Olcay
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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.
James W Vaupel +2 more
exaly +7 more sources
Calibrating affine stochastic mortality models using term assurance premiums
Insurance: Mathematics and Economics, 2011 In this paper, we focus on the calibration of affine stochastic mortality models using term assurance premiums. We view term assurance contracts as a "swap" in which policyholders exchange cash flows (premiums vs. benefits) with an insurer analogous to a
Rosella Giacometti +2 more
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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 +2 more
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A Subordinated Markov Model for Stochastic Mortality
SSRN Electronic Journal, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Xiaoming, Lin, X. Sheldon
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A Stochastic Model for Mortality Rate on Italian Data
Journal of Optimization Theory and Applications, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
GIACOMETTI, Rosella +2 more
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On Stochastic Mortality Modeling
SSRN Electronic Journal, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Evaluating the goodness of fit of stochastic mortality models
Insurance: Mathematics and Economics, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dowd, Kevin +5 more
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A Stochastic Model of Mortality, Fertility and Human Capital Investment [PDF]
SSRN Electronic Journal, 2002 Abstract 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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Longevity: A ‘Simple’ Stochastic Modelling of Mortality
British Actuarial Journal, 2009ABSTRACTAll UK insurers exposed to longevity risk need to perform stress tests for their Individual Capital Assessment (ICA). Some have put in place deterministic models which are arguably too simple; others have developed stochastic models that can be demanding and complex.This paper presents a simple model to turn any deterministic mortality scenario
B. Browne, J. Duchassaing, F. Suter
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