Results 81 to 90 of about 8,249,197 (148)
Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior [PDF]
Theoretical studies suggest that unexpected changes in future mortality and survival probabilities (stochastic mortality) are important determinants of individuals’ decisions about consumption, saving, asset allocation, and retirement timing.
Katja Hanewald, Thomas Post
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Block Structure Multivariate Stochastic Volatility Models [PDF]
Most multivariate variance models suffer from a common problem, the “curse of dimensionalityâ€. For this reason, most are fitted under strong parametric restrictions that reduce the interpretation and flexibility of the models. Recently, the literature
Asai, M., Caporin, M.
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A gravity model of mortality rates for two related populations [PDF]
The mortality rate dynamics between two related but different-sized populations are modeled consistently using a new stochastic mortality model that we call the gravity model.
Coughlan, Guy +4 more
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Modelling mortality rates using GEE models [PDF]
, 2016 Generalised estimating equation (GEE) models are extensions of generalised linear models by relaxing the assumption of independence. These models are appropriate to analyze correlated longitudinal responses which follow any distribution that is a ...
Camilleri, Liberato +2 more
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Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality [PDF]
A deferred annuity typically includes an option-like right for the policyholder. At the end of the deferment period, he may either choose to receive annuity payouts, calculated based on a mortality table agreed to at contract inception, or receive the ...
Thomas Post
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Stylized Facts and Discrete Stochastic Volatility Models [PDF]
This paper highlights the ability of the discrete stochastic volatility models to predict some important properties of the data, i.e. leptokurtic distribution of the returns, slowly decaying autocorrelation function of squared returns, the Taylor effect ...
Alin Sima
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Modelling the cohort effect in CBD models using a piecewise linear approach [PDF]
, 2012 This paper discusses a new pattern of mortality model which is built on the form and knowledge of the two-factor mortality model named after its designers Cairns, Blake and Dowd (2006).
Sweeting, Paul, Zhao, Yiwei
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Identifiability of the Stochastic Frontier Models [PDF]
This paper examines the identifiability of the standard single-equation stochastic frontier models with uncorrelated and correlated error components giving, inter alia, mathematical content to the notion of “near-identifiability” of a statistical model ...
Das, Arabinda, Bandyopadhyay, Debdas
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Comparative Population Studies, 2012 Stochastic population forecasts are gaining popularity in these times of demographic change, as compared with the scenario technique frequently used for projections, they provide important additional information: the forecasted population lies within a ...
Philipp Deschermeier
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Aging: damage accumulation versus increasing mortality rate [PDF]
If aging is understood as some process of damage accumulation, it does not necessarily lead to increasing mortality rates. Within the framework of a suggested generalization of the Strehler-Mildwan (1960) model, we show that even for models with ...
Maxim S. Finkelstein
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