Search Results - subject:"Mortality modelling"

Calibrating the lee-carter and the Poisson Lee-Carter models via neural networks

Scognamiglio, Salvatore - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 519-561

Persistent link: https://www.econbiz.de/10013270076

Quantile mortality modelling of multiple populations via neural networks

Corsaro, Stefania; Marino, Zelda; Scognamiglio, Salvatore - In: Insurance : mathematics and economics 116 (2024), pp. 114-133

Persistent link: https://www.econbiz.de/10015066796

Mortality improvement neural-network models with autoregressive effects

Hsiao, Hung-Tsung; Wang, Chou-Wen; Liu, I.-Chien; Kung, … - In: The Geneva papers on risk and insurance - issues and … 49 (2024) 2, pp. 363-383

Persistent link: https://www.econbiz.de/10014583170

Stochastic mortality model with respect to mixed fractional Poisson process : calibration and empirical analysis of long-range dependence in actuarial valuation

Jiang, Haoran; Zhang, Zhehao; Zhu, Xiaojun - In: Insurance : mathematics and economics 119 (2024), pp. 64-92

Persistent link: https://www.econbiz.de/10015067206

The complex-number mortality model (CNMM) based on orthonormal expansion of membership function

Szymański, Andrzej; Rossa, Agnieszka - In: Statistics in Transition New Series 22 (2021) 3, pp. 31-57

The paper deals with a new fuzzy version of the Lee-Carter (LC) mortality model, in which mortality rates as well as parameters of the LC model are treated as triangular fuzzy numbers. As a starting point, the fuzzy Koissi-Shapiro (KS) approach is recalled. Based on this approach, a new fuzzy...

Persistent link: https://www.econbiz.de/10013444095

Subnational mortality modelling: A Bayesian hierarchical model with common factors

Lu, Qian; Hanewald, Katja; Wang, Xiaojun - In: Risks 9 (2021) 11, pp. 1-21

We propose a new model in a Bayesian hierarchical framework to project mortality at both national and subnational levels based on sparse or missing data. The new model, which has a country-region-province structure, uses common factors to pool information at the national level and within regions...

Persistent link: https://www.econbiz.de/10013200865

Subnational mortality modelling : a Bayesian hierarchical model with common factors

Lu, Qian; Hanewald, Katja; Wang, Xiaojun - In: Risks : open access journal 9 (2021) 11, pp. 1-21

Persistent link: https://www.econbiz.de/10012704064

The complex-number mortality model (CNMM) based on orthonormal expansion of membership function

Szymański, Andrzej; Rossa, Agnieszka - In: Statistics in transition : an international journal of … 22 (2021) 3, pp. 31-57

Persistent link: https://www.econbiz.de/10012655795

Locally-coherent multi-population mortality modelling via neural networks

Perla, Francesca; Scognamiglio, Salvatore - In: Decisions in economics and finance : a journal of … 46 (2023) 1, pp. 157-176

Persistent link: https://www.econbiz.de/10014321410

On the integration of deterministic opinions into mortality smoothing and forecasting

Djeundje, Viani Biatat - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 2, pp. 384-400

Persistent link: https://www.econbiz.de/10013342171