Showing 1 - 10 of 93
We propose a new model in a Bayesian hierarchical framework to project mortality at both national and subnational … model's use by drawing on a new database containing provincial-level mortality data for China from four censuses conducted … States. We use mortality forecasts to compute and compare national and subnational life expectancies for China and the United …
Persistent link: https://www.econbiz.de/10012704064
have been extensively used for estimating age patterns of mortality in poor-data countries. We propose a new model inspired …
Persistent link: https://www.econbiz.de/10012385009
accurate modelling and projection of mortality rates and life expectancy play a central role and represent issues of great … interest in recent literature. Our study refers to the Italian mortality experience and considers an indexing mechanism based … performances of selected stochastic mortality models, a model assembling technique is applied to face uncertainty in model …
Persistent link: https://www.econbiz.de/10012015957
conventional approach of modelling mortality rates. Furthermore, we demonstrate how these survival probability models can be …
Persistent link: https://www.econbiz.de/10012422948
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
Bayesian Model Ensemble of heterogeneous stochastic mortality models comprised of parametric models, principal component …
Persistent link: https://www.econbiz.de/10012597036
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 … time trends that react to major world mortality events. These trends are similar for countries with similar life …
Persistent link: https://www.econbiz.de/10013368238
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 mortality reductions. However, some studies have identified the presence …
Persistent link: https://www.econbiz.de/10013368320
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
pension schemes. Over the last 30 years, numerous models for forecasting mortality have been introduced, and those that allow … us to predict the mortality of two or more related populations simultaneously are particularly important. Indeed, these … of two-population models. In order to evaluate the eventual gain of model-averaging approaches for mortality forecasting …
Persistent link: https://www.econbiz.de/10014636531