Results 21 to 30 of about 30,783 (304)

Application of Machine Learning to Mortality Modeling and Forecasting

open access: yesRisks, 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
doaj   +1 more source

A New Mortality Framework to Identify Trends and Structural Changes in Mortality Improvement and Its Application in Forecasting

open access: yesRisks, 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
doaj   +1 more source

Stochastic Mortality Models and Pandemic Shocks [PDF]

open access: yes, 2021
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
openaire   +1 more source

A multi-country comparison of stochastic models of breast cancer mortality with P-splines smoothing approach

open access: yesBMC 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
doaj   +1 more source

Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance [PDF]

open access: yesPeerJ, 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
doaj   +2 more sources

Application of Continuous Non-Gaussian Mortality Models with Markov Switchings to Forecast Mortality Rates

open access: yesApplied 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
doaj   +1 more source

Comparative Study of Mortality Rate Prediction Using Data-Driven Recurrent Neural Networks and the Lee–Carter Model

open access: yesBig Data and Cognitive Computing, 2022
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
doaj   +1 more source

Variance and Interest Rate Risk in Unit-Linked Insurance Policies

open access: yesRisks, 2020
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
doaj   +1 more source

Machine learning prediction of mortality in Acute Myocardial Infarction

open access: yesBMC Medical Informatics and Decision Making, 2023
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
doaj   +1 more source

Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality

open access: yesStats, 2021
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
doaj   +1 more source

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