Showing 1 - 10 of 51,826
This paper studies a long short-term memory (LSTM)-based coherent mortality forecasting method for developing countries … or regions. Many of such developing countries have experienced a rapid mortality decline over the past few decades …. However, their recent mortality development trend is not necessarily driven by the same factors as their long-term behavior …
Persistent link: https://www.econbiz.de/10014497392
This paper proposes a coherent multi-population approach to mortality forecasting for less developed countries. The … majority of these countries have witnessed faster mortality declines among the young and the working age populations during the … past few decades, whereas in the more developed countries, the contemporary mortality declines have been more substantial …
Persistent link: https://www.econbiz.de/10012612420
Persistent link: https://www.econbiz.de/10012659212
Central and Eastern European countries faced a serious mortality crisis in the second part of the 20th century … mortality improved. This dichotomy of past trends makes it difficult to forecast mortality by way of stochastic models that … mortality for all populations. This paper examines whether the product-ratio model is suitable for forecasting mortality in …
Persistent link: https://www.econbiz.de/10012543289
Persistent link: https://www.econbiz.de/10012437034
Persistent link: https://www.econbiz.de/10012872648
Predicting the evolution of mortality rates plays a central role for life insurance and pension funds. Standard single … decomposition of the mortality surface into a polynomial basis. Then, we show how regularization techniques and cross-validation can … be used to obtain a parsimonious and coherent predictive model for mortality forecasting. We analyze how COVID-19-type …
Persistent link: https://www.econbiz.de/10012422898
Mortality improvements and life expectancies have been increasing in recent decades, leading to growing interest in … understanding mortality risk and longevity risk. Studies of mortality forecasting are of interest among actuaries and demographers … because mortality forecasting can quantify mortality and longevity risks. There is an abundance of literature on the topic of …
Persistent link: https://www.econbiz.de/10013556651
Persistent link: https://www.econbiz.de/10015108385
how people use advance information to reduce mortality from heat and cold. Theoretically, more accurate forecasts reduce … mortality if and only if mortality risk is convex in forecast errors. We test for such convexity using data on the universe of … mortality events and weather forecasts for a twelve-year period in the U.S. Results show that erroneously mild forecasts …
Persistent link: https://www.econbiz.de/10014309747