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  • Search: subject:"stochastic mortality modelling"
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Year of publication
Subject
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Mortality 5 Sterblichkeit 5 Stochastic process 5 Stochastischer Prozess 5 stochastic mortality modelling 4 Actuarial mathematics 3 Risikomodell 3 Risk model 3 Stochastic mortality modelling 3 Versicherungsmathematik 3 COVID-19 2 Greece 2 Insurance 2 Lee and Miller model 2 Li and Lee model 2 Risiko 2 Risk 2 Theorie 2 Theory 2 Versicherung 2 age-period-cohort models 2 calibration 2 forecasting 2 mortality projection 2 multi-population mortality model 2 pandemic shock 2 Actuarial valuation 1 Adverse Selektion 1 Adverse selection 1 Bayesian methods 1 Cause of death 1 Cohort analysis 1 Cohort effect 1 Controllable risk factors 1 Coronavirus 1 Epidemic 1 Epidemie 1 Forecasting model 1 Frailty 1 Griechenland 1
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Online availability
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Free 5 Undetermined 2 CC license 1
Type of publication
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Article 7
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Article 2
Language
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English 7
Author
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Antonio, Katrien 2 Bozikas, Apostolos 2 Devriendt, Sander 2 Pitselis, Georgios 2 Robben, Jens 2 Cairns, Andrew 1 Carannante, Maria 1 D'Amato, Valeria 1 Haberman, Steven 1 Jiang, Haoran 1 Lourés, Cristian Redondo 1 Menzietti, Massimiliano 1 Zhang, Zhehao 1 Zhu, Xiaojun 1
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Published in...
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Risks 2 Risks : open access journal 2 Insurance / Mathematics & economics 1 Insurance : mathematics and economics 1 The Geneva papers on risk and insurance - issues and practice 1
Source
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ECONIS (ZBW) 5 EconStor 2
Showing 1 - 7 of 7
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Frailty-based mortality models and reserving for longevity risk
Carannante, Maria; D'Amato, Valeria; Haberman, Steven; … - In: The Geneva papers on risk and insurance - issues and … 49 (2024) 2, pp. 320-339
Persistent link: https://www.econbiz.de/10014583150
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Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Robben, Jens; Antonio, Katrien; Devriendt, Sander - In: Risks 10 (2022) 2, pp. 1-33
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee mortality model, which has become a standard for...
Persistent link: https://www.econbiz.de/10013200917
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Cover Image
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Robben, Jens; Antonio, Katrien; Devriendt, Sander - In: Risks : open access journal 10 (2022) 2, pp. 1-33
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee mortality model, which has become a standard for...
Persistent link: https://www.econbiz.de/10012805929
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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
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An empirical study on stochastic mortality modelling under the age-period-cohort framework: The case of Greece with applications to insurance pricing
Bozikas, Apostolos; Pitselis, Georgios - In: Risks 6 (2018) 2, pp. 1-34
During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised owing to population ageing. To address this...
Persistent link: https://www.econbiz.de/10011996602
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Cover Image
An empirical study on stochastic mortality modelling under the age-period-cohort framework : the case of Greece with applications to insurance pricing
Bozikas, Apostolos; Pitselis, Georgios - In: Risks : open access journal 6 (2018) 2, pp. 1-34
During the last decades, life expectancy has risen significantly in the most developed countries all over the world. Greece is a case in point; consequently, higher governmental financial responsibilities occur as well as serious concerns are raised owing to population ageing. To address this...
Persistent link: https://www.econbiz.de/10011866455
Saved in:
Cover Image
Cause of death specific cohort effects in U.S. mortality
Lourés, Cristian Redondo; Cairns, Andrew - In: Insurance / Mathematics & economics 99 (2021), pp. 190-199
Persistent link: https://www.econbiz.de/10012649226
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