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Mortality forecasting using a Lexis-based state-space model
Andersson, Patrik; Lindholm, Mathias - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 3, pp. 519-548
Persistent link: https://www.econbiz.de/10012656701
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Extrapolative projections of mortality : towards a more consistent method part I: the central scenario
Ediev, Dalkhat M. - 2008
After a comparative study of the Lee-Carter forecasting method and looking into the direct extrapolation of mortality … procedures in order to improve its efficiency in the short run and preclude implausible mortality patterns in the long run. The …, when the mortality dynamics exhibit a steady trend. In the long run, the rates of the decline in mortality are assumed to …
Persistent link: https://www.econbiz.de/10003890313
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Modeling longevity risk with generalized dynamic factor models and vine-copulae
Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 165-190
Persistent link: https://www.econbiz.de/10011485145
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Stochastic population analysis : a functional data approach
Fang, Lei; Härdle, Wolfgang - 2015
Based on the Lee-Carter (LC) model, the benchmark in population forecasting, a variety of extensions and modifications are proposed in this paper. We investigate one of the extensions, the Hyndman-Ullah (HU) method and apply it to Asian demographic data sets: China, Japan and Taiwan. It combines...
Persistent link: https://www.econbiz.de/10010477583
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Point and interval forecasts of death rates using neural networks
Schnürch, Simon; Korn, Ralf - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 333-360
Persistent link: https://www.econbiz.de/10012805749
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Mortality improvement rates : modeling, parameter uncertainty and robustness
Hunt, Andrew; Villegas, Andrés M. - 2020
Persistent link: https://www.econbiz.de/10012585895
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Time-series forecasting of mortality rates using deep learning
Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore - In: Scandinavian actuarial journal 2021 (2021) 7, pp. 572-598
Persistent link: https://www.econbiz.de/10012624635
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Modeling and pricing longevity derivatives using Skellam distribution
Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen - In: Insurance / Mathematics & economics 99 (2021), pp. 341-354
Persistent link: https://www.econbiz.de/10012649236
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A two-population extension of the exponential smoothing state space model with a smoothing penalisation scheme
Shi, Yanlin; Tang, Sixian; Li, Jackie - In: Risks : open access journal 8 (2020) 3/67, pp. 1-18
The joint modelling of mortality rates for multiple populations has gained increasing popularity in areas such as … government planning and insurance pricing. Sub-groups of a population often preserve similar mortality features with short …
Persistent link: https://www.econbiz.de/10012293025
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Forecasting mortality rate improvements with a high-dimensional VAR
Guibert, Quentin; Lopez, Olivier; Piette, Pierrick - In: Insurance / Mathematics & economics 88 (2019), pp. 255-272
Persistent link: https://www.econbiz.de/10012105577