Results 51 to 60 of about 8,249,197 (148)
Stochastic frailty models for modeling and forecasting mortality
, 2021 In many countries life expectancy gains have been substantially higher than predicted by even recent forecasts. This is primarily due to increasing rates of improvement in old-age mortality not captured by existing models. In this paper we show how the concept of frailty can be used to model both changing rates of improvement and the deceleration of ...
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Mortality Forecasting: How Far Back Should We Look in Time?
Risks, 2019 Extrapolative methods are one of the most commonly-adopted forecasting approaches in the literature on projecting future mortality rates. It can be argued that there are two types of mortality models using this approach.
Han Li, Colin O’Hare
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Results in Physics, 2022 Statistical models perform an essential role in data analysis, and statisticians are constantly looking for novel or pretty recent statistical models to fit data sets across a broad variety of fields.
Anum Shafiq +2 more
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ARCH-COMP20 Category Report: Stochastic Models
, 2020 This report presents the results of a friendly competition for formal verification and policy synthesis of stochastic models. It also introduces new benchmarks within this category, and recommends next steps for this category towards next year’s edition ...
Khaled Mahmoud +15 more
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Threshold stochastic unit root models [PDF]
, 2002 This paper introduces a new class of stochastic unit root (STUR) processes, where the randomness of the autorregresive unit root is driven by a threshold variable.
Gonzalo, Jesús, Montesinos, Raquel
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A stochastic implementation of the APCI model for mortality projections [PDF]
British Actuarial Journal, 2019 AbstractThe Age-Period-Cohort-Improvement (APCI) model is a new addition to the canon of mortality forecasting models. It was introduced by Continuous Mortality Investigation as a means of parameterising a deterministic targeting model for forecasting, but this paper shows how it can be implemented as a fully stochastic model.
S. J. Richards +3 more
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Extremal behavior of stochastic volatility models [PDF]
, 2005 Empirical volatility changes in time and exhibits tails, which are heavier than normal. Moreover, empirical volatility has - sometimes quite substantial - upwards jumps and clusters on high levels.
Lindner, Alexander M. +7 more
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Risks, 2017 This work proposes a backtesting analysis that compares the Lee–Carter and the Cairns–Blake–Dowd mortality models, employing Italian data. The mortality data come from the Italian National Statistics Institute (ISTAT) database and span the period 1975 ...
Carlo Maccheroni, Samuel Nocito
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Contribution of early detection and adjuvant treatments to breast cancer mortality reduction in Catalonia, Spain. [PDF]
PLoS ONE, 2012 BACKGROUND: Reductions in breast cancer (BC) mortality in Western countries have been attributed to the use of screening mammography and adjuvant treatments.
Ester Vilaprinyo +2 more
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Forecasting mortality rates with a general stochastic mortality trend model
Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics, 2020 Summary: This paper presents a model, which can closely estimate the future mortality rates whose efficiency is performed through the comparisons with respect to Lee-Carter and mortality trend models. This general model estimates the logit function of death rate in terms of general tendency of the mortality evolution independent of age, the mortality ...
Etkin, Hasgül +2 more
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