Results 21 to 30 of about 30,783 (304)
Application of Machine Learning to Mortality Modeling and Forecasting
Estimation of future mortality rates still plays a central role among life insurers in pricing their products and managing longevity risk. In the literature on mortality modeling, a wide number of stochastic models have been proposed, most of them ...
Susanna Levantesi, Virginia Pizzorusso
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We construct a new age-specific mortality framework and implement an exemplar (DLGC) that provides an excellent fit to data from various countries and across long time periods while also providing accurate mortality forecasts by projecting parameters ...
Wanying Fu +3 more
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Stochastic Mortality Models and Pandemic Shocks [PDF]
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.
Luca Regis, Petar Jevtić
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Background Precise predictions of incidence and mortality rates due to breast cancer (BC) are required for planning of public health programs as well as for clinical services.
Sumaira Mubarik, Ying Hu, Chuanhua Yu
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Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance [PDF]
Background Understanding patterns of biodiversity is a longstanding challenge in ecology. Similar to other biotic groups, arthropod community structure can be shaped by deterministic and stochastic processes, with limited understanding of what moderates ...
Scott Ferrenberg +2 more
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The ongoing pandemic has resulted in the development of models dealing with the rate of virus spread and the modelling of mortality rates μx,t. A new method of modelling the mortality rates μx,t with different time intervals of higher and lower ...
Piotr Sliwka, Leslaw Socha
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The Lee–Carter model could be considered as one of the most important mortality prediction models among stochastic models in the field of mortality.
Yuan Chen, Abdul Q. M. Khaliq
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Variance and Interest Rate Risk in Unit-Linked Insurance Policies
One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños +2 more
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Machine learning prediction of mortality in Acute Myocardial Infarction
Background Acute Myocardial Infarction (AMI) is the leading cause of death in Portugal and globally. The present investigation created a model based on machine learning for predictive analysis of mortality in patients with AMI upon admission, using ...
Mariana Oliveira +4 more
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Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality
This article proposes an optimal and robust methodology for model selection. The model of interest is a parsimonious alternative framework for modeling the stochastic dynamics of mortality improvement rates introduced recently in the literature.
Paul Doukhan +2 more
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