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Estimating disease-free life expectancy based on clinical data from the French hospital discharge database

Sorochynskyi, Oleksandr; Guibert, Quentin; Planchet, … - In: Risks : open access journal 12 (2024) 6, pp. 1-25

The development of health indicators to measure healthy life expectancy (HLE) is an active field of research aimed at … summarizing the health of a population. Although many health indicators have emerged in the literature as critical metrics in … public health assessments, the methods and data to conduct this evaluation vary considerably in nature and quality …

Persistent link: https://www.econbiz.de/10014636735

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

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/10012704064

The linear link : deriving age-specific death rates from life expectancy

Pascariu, Marius D.; Basellini, Ugofilippo; Aburto, … - In: Risks : open access journal 8 (2020) 4/109, pp. 1-18

The prediction of human longevity levels in the future by direct forecasting of life expectancy offers numerous advantages, compared to methods based on extrapolation of age-specific death rates. However, the reconstruction of accurate life tables starting from a given level of life expectancy...

Persistent link: https://www.econbiz.de/10012385009

An indexation mechanism for retirement age : analysis of the gender gap

Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria - In: Risks : open access journal 7 (2019) 1/21, pp. 1-13

The management of National Social Security Systems is being challenged more and more by the rapid ageing of the population, especially in the industrialized countries. In order to chase the Pension System sustainability, several countries in Europe are setting up pension reforms linking the...

Persistent link: https://www.econbiz.de/10012015957

A study on link functions for modelling and forecasting old-age survival probabilities of Australia and New Zealand

Liu, Jacie Jia - In: Risks : open access journal 9 (2021) 1/11, pp. 1-18

Forecasting survival probabilities and life expectancies is an important exercise for actuaries, demographers, and social planners. In this paper, we examine extensively a number of link functions on survival probabilities and model the evolution of period survival curves of lives aged 60 over...

Persistent link: https://www.econbiz.de/10012422948

Calibration of transition intensities for a multistate model : application to long-term care

Esquível, Manuel L.; Guerreiro, Gracinda R.; Oliveira, … - In: Risks : open access journal 9 (2021) 2/37, pp. 1-17

We consider a non-homogeneous continuous time Markov chain model for Long-Term Care with five states: the autonomous state, three dependent states of light, moderate and severe dependence levels and the death state. For a general approach, we allow for non null intensities for all the returns...

Persistent link: https://www.econbiz.de/10012427010

Automatic indexation of the pension age to life expectancy : when policy design matters

Ayuso, Mercedes; Holzmann, Robert; Holzmann, Robert; … - In: Risks : open access journal 9 (2021) 5, pp. 1-28

Increasing retirement ages in an automatic or scheduled way with increasing life expectancy at retirement is a popular pension policy response to continuous longevity improvements. The question addressed here is: to what extent is simply adopting this approach likely to fulfill the overall goals...

Persistent link: https://www.econbiz.de/10012597036

A new mortality framework to identify trends and structural changes in mortality improvement and its application in forecasting

Fu, Wanying; Smith, Barry R.; Brewer, Patrick; Droms, Sean - In: Risks : open access journal 10 (2022) 8, pp. 1-38

We construct a new age-specific mortality framework and implement an exemplar (DLGC) that provides an excellent fit to data from various countries and across long time periods while also providing accurate mortality forecasts by projecting parameters with ARIMA models. The model parameters have...

Persistent link: https://www.econbiz.de/10013368238

A new fourier approach under the Lee-Carter model for incorporating time-varying age patterns of structural changes

Tang, Sixian; Li, Jackie; Tickle, Leonie - In: Risks : open access journal 10 (2022) 8, pp. 1-24

The prediction of future mortality improvements is of substantial importance for areas such as population projection, government welfare policies, pension planning and annuity pricing. The Lee-Carter model is one of the widely applied mortality models proposed to capture and predict the trend in...

Persistent link: https://www.econbiz.de/10013368320

LSTM-based coherent mortality forecasting for developing countries

Garrido, José; Shang, Yuxiang; Xu, Ran - In: Risks : open access journal 12 (2024) 2, pp. 1-24

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...

Persistent link: https://www.econbiz.de/10014497392

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