Showing 1 - 10 of 8,487
Mortality risk models have been developed to capture trends and common factors driving mortality improvement. Multiple … is necessary to take into account the richer age structure of mortality improvement from young ages to middle and then …
Persistent link: https://www.econbiz.de/10010551692
We present a new way to model age-specific demographic variables with the example of age-specific mortality in the U … jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a similar … forecasts for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …
Persistent link: https://www.econbiz.de/10005784846
and the government bodies in the developed world. Significant and consistent improvements in mortality rates and hence … explosion of stochastic mortality models forecasting trends in mortality data in order to anticipate future life expectancy and … hence quantify the costs of providing for future ageing populations. Many stochastic models of mortality rates identify …
Persistent link: https://www.econbiz.de/10011206890
Stochastic modeling of mortality rates focuses on fitting linear models to logarithmically adjusted mortality data from … the middle or late ages. Whilst this modeling enables insurers to project mortality rates and hence price mortality … products it does not provide good fit for younger aged mortality. Mortality rates below the early 20’s are important to model …
Persistent link: https://www.econbiz.de/10010688109
Estimation in models with endogeneity concerns typically begins by searching for instruments. This search is inherently subjective and identification is generally achieved upon imposing the researcher's strong prior belief that such variables have no conditional impacts on the outcome. Results...
Persistent link: https://www.econbiz.de/10011107146
We present a new way to model age-specific demographic variables with the example of age-specific mortality in the U … jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a similar … forecasts for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …
Persistent link: https://www.econbiz.de/10010609985
This paper investigates the complex interrelationships of qualitative socio-economic variables in the context of Boolean Regression. The data forming the basis for this investigation are from the German Micro-census waves of 1996 2002 and comprise about 400 000 observations. Boolean Regression...
Persistent link: https://www.econbiz.de/10008462093
In this paper, we address the mortality risk of individuals and adopt parsimonious time- homogeneous a±ne processes for … their mortality intensities. We calibrate the models to different generations in the UK population and investigate their … increases exponentially - which generalize the Gompertz law - seem to be appropriate descriptors of human mortality. The …
Persistent link: https://www.econbiz.de/10011107930
Health insurance companies are confronted with various tasks in order to offer life-long health care services to their customers. Increasing health expenditures and growing life expectancy necessitates doing annual calculations. At this point triggering factor is applied as a control instrument...
Persistent link: https://www.econbiz.de/10011163310
different models to predict future mortality rates. We use this model to quantify the potential benefits. …
Persistent link: https://www.econbiz.de/10011091866