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Mortality density forecasts: An analysis of six stochastic mortality models [PDF]
Insurance: Mathematics and Economics, 2009 We investigate the uncertainty of forecasts of future mortality generated by a number of previously proposed stochastic mortality models. We specify fully the stochastic structure of the models to enable them to generate forecasts. Mortality fan charts are then used to compare and contrast the models, with the conclusion that model risk can be ...
Andrew J. G. Cairns +5 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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Application of Machine Learning to Mortality Modeling and Forecasting
Risks, 2019 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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A linear algebraic method for pricing temporary life annuities and insurance policies [PDF]
, 2010 We recast the valuation of annuities and life insurance contracts under mortality and interest rates, both of which are stochastic, as a problem of solving a system of linear equations with random perturbations.
Mamon, R, Date, P, Wang, IC, Jalen, L
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Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models
Risks, 2016 In this paper, we quantitatively compare the forecasts from four different mortality models. We consider one discrete-time model proposed by Lee and Carter (1992) and three continuous-time models: the Wills and Sherris (2011) model, the Feller process ...
Anastasia Novokreshchenova
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BMC Medical Research Methodology, 2020 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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Risks, 2022 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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Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance [PDF]
PeerJ, 2016 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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Applied Sciences, 2022 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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Multi-year capital requirements in life insurance: A stochastic mortality-based evaluation [PDF]
Revista Contabilidade & FinançasThis research aims to assess solvency capital for life insurance companies beyond the 1-year horizon, with a focus on the Brazilian Capital Framework (BCF) and Solvency II (SII), through a stochastic model using Monte Carlo simulations.
Filipe Bello +2 more
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