Results 31 to 40 of about 9,882,534 (302)

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

Actuarial Insurance Modeling of Pension Fund Sustainability in Egypt Using q-Stochastic Methods under Longevity and Financial Risk [PDF]

open access: yesMaǧallaẗ Al-Buḥūṯ Al-Mālīyyaẗ wa Al-Tiğāriyyaẗ
This paper develops a quantitative actuarial framework for assessing the sustainability of pension funds in Egypt under demographic and financial uncertainty.
رنا محمد   +1 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

Stochastic approximations in CBD mortality projection models

open access: yesJournal of Computational and Applied Mathematics, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gbari, Kock Yed Ake Samuel   +1 more
openaire   +4 more sources

Stochastic Period and Cohort Effect State-Space Mortality Models Incorporating Demographic Factors via Probabilistic Robust Principal Components

open access: yesRisks, 2017
In this study we develop a multi-factor extension of the family of Lee-Carter stochastic mortality models. We build upon the time, period and cohort stochastic model structure to extend it to include exogenous observable demographic features that can be ...
Dorota Toczydlowska   +3 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

Stability of positive equilibrium of a Nicholson blowflies model with stochastic perturbations

open access: yesElectronic Journal of Qualitative Theory of Differential Equations, 2020
This paper is concerned with the stability problem of the positive equilibrium of a Nicholson's blowflies model with nonlinear density-dependent mortality rate subject to stochastic perturbations.
Le Van Hien, Nguyen Thi Lan-Huong
doaj   +1 more source

Long-Term Conservation Effects of Protected Areas in Stochastic Population Dynamics

open access: yesFrontiers in Ecology and Evolution, 2021
Terrestrial and marine protected areas are essential tools in mitigating anthropogenic impacts and promoting population persistence and resource sustainability.
Nao Takashina
doaj   +1 more source

An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing

open access: yesRisks, 2018
During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised ...
Apostolos Bozikas, Georgios Pitselis
doaj   +1 more source

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