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Nonlinear modeling of mortality data and its implications for longevity bond pricing

Li, Huijing; Rui, Zhou; Ji, Min - In: Risks : open access journal 11 (2023) 12, pp. 1-25

Human mortality has been improving faster than expected over the past few decades. This unprecedented improvement has … been observed in historical mortality data. In this paper, we investigate the applicability of four nonlinear time … conditional heteroskedasticity model for mortality data. By analyzing the mortality data from England and Wales and Italy spanning …

Persistent link: https://www.econbiz.de/10014446511

Calibrating the lee-carter and the Poisson Lee-Carter models via neural networks

Scognamiglio, Salvatore - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 519-561

Persistent link: https://www.econbiz.de/10013270076

Mortality data correction in the absence of monthly fertility records

Boumezoued, Alexandre; Elfassihi, Amal - In: Insurance / Mathematics & economics 99 (2021), pp. 486-508

Persistent link: https://www.econbiz.de/10012649244

Spatio-temporal models on the basis of innovation processes and application to cancer mortality data

Schach, Ulrike - 2000

The aim of this paper is to find a modeling approach for spatially and temporally structured data. The spatial distribution is considered to form an irregular lattice with a specified definition of neighborhood. Additional to the spatial component, a temporal autoregressive parameter, and a time...

Persistent link: https://www.econbiz.de/10009783548