Shaping human mortality patterns through intrinsic and extrinsic vitality processes
Demographic Research, 2013 BACKGROUND While historical declines in human mortality are clearly shaped by lifestyle and environmental improvements, modeling patterns is difficult because intrinsic and extrinsic processes shape mortality through complex stochastic interactions ...
Ting Li, James Anderson
doaj
Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency [PDF]
Motivated by a recent demographic study establishing a link between macroeconomic fluctuations and the mortality index kt in the Lee-Carter model, we assess the impact of macroeconomic fluctuations on the solvency of a life insurance company. Liabilities
Helmut Gründl +2 more
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Non mean reverting affine processes for stochastic mortality. [PDF]
In this paper we use doubly stochastic processes (or Cox processes) in order to model the random evolution of mortality of an individual. These processes have been widely used in the credit risk literature in modelling default arrival, and in this ...
Elisa Luciano, Elena Vigna
core
Effect of stochasticity on coinfection dynamics of respiratory viruses
BMC Bioinformatics, 2019 Background Respiratory viral infections are a leading cause of mortality worldwide. As many as 40% of patients hospitalized with influenza-like illness are reported to be infected with more than one type of virus.
Lubna Pinky +2 more
doaj +1 more source
Delta and Gamma hedging of mortality and interest rate risk [PDF]
This paper studies the hedging problem of life insurance policies, when the mortality and interest rates are stochastic. We focus primar- ily on stochastic mortality. We represent death arrival as the rst jump time of a doubly stochastic process, i.e.
Elisa Luciano, Luca Regis, Elena Vigna
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Prediction model development of late-onset preeclampsia using machine learning-based methods.
PLoS ONE, 2019 Preeclampsia is one of the leading causes of maternal and fetal morbidity and mortality. Due to the lack of effective preventive measures, its prediction is essential to its prompt management.
Jong Hyun Jhee +7 more
doaj +1 more source
Incorporating time-series structure in medium-term recruitment projections
Scientia Marina, 2003 One of the key tasks in current fisheries research is to improve the performance, in terms of accuracy and utility, of projections of recruitment-driven population dynamics in the medium-term.
C. L. Needle +3 more
doaj +1 more source
Modeling Mortality: Empirical Studies on the Effect of Mortality on Annuity Markets. [PDF]
Chapter 3 of the dissertation models the macro-longevity risk and introduces a stochastic model for human mortality rates. Chapter 4 analyzes the importance of mortality improvement and mortality risk (macro- and micro-longevity risk and parameter ...
Hari, N.
core
Stochastic mortality : modelling and optimal investment
, 2020 Nothing is more certain than death, nothing more uncertain than its hour. Even today the timepoint of death is unknown, but death will occur with certainty. In this work, the uncertainty of death time is included in our considerations of mortality modelling, optimal investment as insured under uncertain death time and optimal investment as insurance ...
openaire +2 more sources
Stochastic Infinite Horizon Forecasts for Social Security and Related Studies [PDF]
This paper consists of three reports on stochastic forecasting for Social Security, on infinite horizons, immigration, and structural time series models. 1) In our preferred stochastic immigration forecast, total net immigration drops from current levels
Timothy Miller +2 more
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