Results 271 to 280 of about 9,882,534 (302)
Some of the next articles are maybe not open access.
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
openaire +1 more source
Stochastic Mortality Models. Application to CR Mortality Data
2014The ageing process is a great challenge for many European countries, not excluding Czech Republic (CR) and it brings financial risk in areas such as social policy, pensions and health care. The motivation for this paper is to compare various mortality models. We have attempted to explain mortality improvements for males aged 62–90 in CR using a several
openaire +2 more sources
Stochastic Process Models of Mortality and Aging
2016A better understanding of relationships among human aging, health, and longevity requires integrative statistical methods capable of taking into account relevant knowledge accumulated in the field when extracting useful information from the data. In this chapter, we describe an approach to statistical analyses of longitudinal data based on the use of ...
Anatoliy I. Yashin +7 more
openaire +1 more source
A double-exponential GARCH model for stochastic mortality
European Actuarial Journal, 2013In this paper, a generalized GARCH-based stochastic mortality model is developed, which incorporates conditional heteroskedasticity and conditional non-normality. First, a detailed empirical analysis of the UK mortality rates from 1922 to 2009 is provided, where it was found that both the conditional heteroskedasticity and conditional non-normality are
Celeste M. H. Chai +2 more
openaire +1 more source
A user-friendly approach to stochastic mortality modelling
European Actuarial Journal, 2011This paper proposes a general approach to stochastic mortality modelling. The logit transforms of annual survival probabilities are modelled by a linear combination of user-specified basis function of age. The model is easy to calibrate using the maximum likelihood method.
Aro, H., Pennanen, T.
openaire +2 more sources
Analysis of Finnish and Swedish mortality data with stochastic mortality models
European Actuarial Journal, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +1 more source
STOCHASTIC MORTALITY MODELS FOR THE POPULATION OF TURKEY
2016Ölümlülük tahminleri, demografi ve aktüerya bilimlerinde önemli bir rol oynamaktadır.Önceki ölümlülük modellemesi çalışmalarında, zaman bağlı olarak ölüm oranlarındaki olasıdeğişimler dikkate alınmamaktaydı. Zaman içinde bu değişimleri dikkate alan birçokstokastik ölümlülük modelleme yöntemleri geliştirilmiştir.Bu çalışmanın amacı, Türkiye ölümlülüğünü
KUL, Funda, SUCU, Meral
openaire +1 more source
Modelling Nigerian Female Mortality: An Application of Four Stochastic Mortality Models
2022Oluwaseun Eniola Adegbilero-Iwari +1 more
openaire +1 more source
Stochastic mortality model in a state-space framework
2019Summary: 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