Temporal Evolution of Mortality Indicators

securitization of mortality risks in life annuities

insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

Evolution of socioeconomic indicators and cardiovascular mortality in three Brazilian states.

BACKGROUND Cardiovascular diseases are the major cause of death in Brazil. OBJECTIVE To correlate cardiovascular mortality rates in the states of Rio de Janeiro, São Paulo and Rio Grande do Sul, and in their capitals, between 1980 and 2008, with socioeconomic indicators collected from 1949 onwards. METHODS Population and death data were obtained from the Brazilian Unified Health System data...

Influences of temporal evolution of ground motion frequency content on developed dynamic ratcheting in SDOF systems

Dynamic Ratcheting (DR) is a nonlinear dynamic phenomenon occurring in hysteretic damping systems. It means the structural plastic deformation increases asymmetrically in successive cycles under an earthquake excitation. Although it is generally recognized that DR is closely related to the frequency contents of an earthquake excitation applied to thestructure, no targeted analysis has bee...

Mortality and two indicators of morbidity.

AN ADDITIVE MODEL FOR SPATIO-TEMPORAL SMOOTHING OF CANCER MORTALITY RATES

In this paper, a Bayesian hierarchical model is used to anaylze the female breast cancer mortality rates for the State of Missouri from 1969 through 2001. The logit transformations of the mortality rates are assumed to be linear over the time with additive spatial and age effects as intercepts and slopes. Objective priors of the hierarchical model are explored. The Bayesian estimates are quite ...