Search Results - subject:"force of mortality"

Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin

Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 112 (2023), pp. 80-96

Persistent link: https://www.econbiz.de/10014446728

Lévy CARMA models for shocks inmortality

Hitaj, Asmerilda; Mercuri, Lorenzo; Rroji, Edit - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 205-227

Persistent link: https://www.econbiz.de/10012065209

Unobserved population heterogeneity

Vaupel, James W.; Missov, Trifon I. - In: Demographic Research 31 (2014) 22, pp. 659-686

Persistent link: https://www.econbiz.de/10010929883

Discussing the Strehler-Mildvan model of mortality

Finkelstein, Maxim - In: Demographic Research 26 (2012) 9, pp. 191-206

Half a century ago Strehler and Mildvan (1960) have published the seminal paper that, based on some assumptions (postulates), theoretically â€˜justifiedâ€™ the Gompertz law of mortality. It also defined the, so called, Srehler-Mildvan correlation between the parameters of the Gompertz...

Persistent link: https://www.econbiz.de/10011132863

Life expectancy is the death-weighted average of the reciprocal of the survival-specific force of mortality

Cohen, Joel E. - In: Demographic Research 22 (2010) 5, pp. 115-128

with a positive age-specific force of mortality at all ages, the expectation of life at age x is the average of the … reciprocal of the survival-specific force of mortality at ages after x, weighted by life-table deaths at each age after x, as … reciprocal of the survival-specific force of mortality over surviving proportions less than s, weighted by life-table deaths at …

Persistent link: https://www.econbiz.de/10008545910

Survival as a Function of Life Expectancy

Finkelstein, Maxim; Vaupel, James W. - In: Demographic Research 21 (2009) 29, pp. 879-884

It is well known that life expectancy can be expressed as an integral of the survival curve. The reverse - that the survival function can be expressed as an integral of life expectancy - is also true.

Persistent link: https://www.econbiz.de/10008552691

Modeling mortality and pricing life annuities with Lévy processes

Ahmadi, Seyed Saeed; Gaillardetz, Patrice - In: Insurance / Mathematics & economics 64 (2015), pp. 337-350

Persistent link: https://www.econbiz.de/10011398092

Coherent mortality forecasting with generalized linear models: A modified time-transformation approach

Ahmadi, Seyed Saeed; Li, Johnny Siu-Hang - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 194-221

In this paper, we propose an alternative approach for forecasting mortality for multiple populations jointly. Our contribution is developed upon the generalized linear models introduced by Renshaw et al., (1996) and Sithole et al., (2000), in which mortality forecasts are generated within the...

Persistent link: https://www.econbiz.de/10011116654

Coherent mortality forecasting with generalized linear models : a modified time-transformation approach

Ahmadi, Seyed Saeed; Li, Johnny Siu-Hang - In: Insurance / Mathematics & economics 59 (2014), pp. 194-221

Persistent link: https://www.econbiz.de/10010469134

Age regularities of the mortality of multicellular organisms

Begun, Alexander - In: Physica A: Statistical Mechanics and its Applications 360 (2006) 2, pp. 401-421

estimate the dimension of this space, to determine the motion law of a living system in this space and to calculate the force-of-mortality …

Persistent link: https://www.econbiz.de/10010874922