Search Results - subject:"stochastic mortality models"

Should selection of the optimum stochastic mortality model be based on the original or the logarithmic scale of the mortality rate?

Santolino, Miguel - In: Risks : open access journal 11 (2023) 10, pp. 1-21

Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable … should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models … is assessed based on the original and log scales of the mortality rate. We compare four different stochastic mortality …

Persistent link: https://www.econbiz.de/10014391729

A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects

Rui, Zhou; Li, Johnny Siu-Hang - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 3, pp. 453-477

Persistent link: https://www.econbiz.de/10013469916

Future life expectancies in Ireland

Naqvi, Rabia; Whelan, Shane - In: Journal of the Statistical and Social Inquiry Society … 49 (2019/2020), pp. 13-42

Persistent link: https://www.econbiz.de/10012659212

Tree-based machine learning methods for modeling and forecasting mortality

Bjerre, Dorethe Skovgaard - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 765-787

Persistent link: https://www.econbiz.de/10013426659

Still living with mortality : the longevity risk transfer market after one decade

Blake, David; Cairns, Andrew; Dowd, Kevin; Kessler, Amy - 2018

Persistent link: https://www.econbiz.de/10011912097

Longevity risk and capital markets : the 2019-20 update

Blake, David; Cairns, Andrew - In: Insurance / Mathematics & economics 99 (2021), pp. 395-439

Persistent link: https://www.econbiz.de/10012649241

Mortality data correction in the absence of monthly fertility records

Boumezoued, Alexandre; Elfassihi, Amal - In: Insurance / Mathematics & economics 99 (2021), pp. 486-508

Persistent link: https://www.econbiz.de/10012649244

An introduction to gevistic regression mortality models

Medford, Anthony; Vaupel, James W. - In: Scandinavian actuarial journal 2019 (2019) 7, pp. 604-620

Persistent link: https://www.econbiz.de/10012194980

Longevity risk and capital markets : the 2015-16 update

Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173

Persistent link: https://www.econbiz.de/10011825252

HEDGING THE LONGEVITY RISK FOR THE PORTUGUESE POPULATION IN THE BOND MARKET

Carlos, Rúben Pereira; Simões, Onofre - In: Portuguese Journal of Management Studies XVII (2012) 1, pp. 63-82

Increases in life expectancy have been noticeable in recent decades and this is one of the key issues to the annuities industry and to the public pensions system. To address the problem of hedging the longevity risk, several instruments have been discussed within the financial markets in order...

Persistent link: https://www.econbiz.de/10010960484