نتایج جستجو برای: Stochastic mortality
تعداد نتایج: 412957 فیلتر نتایج به سال:
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
The last decennium a vast literature on stochastic mortality models has been developed. However, these models are often not directly applicable to insurance portfolios because: a) For insurers and pension funds it is more relevant to model mortality rates measured in insured amounts instead of measured in number of policies. b) Often there is not enough insurance portfolio specific mortality da...
The purpose of this paper is to give actuaries an easy‐to‐use approach to modelling stochastic mortality. Whilst the approach described can be used with tailor‐made projections, it can also be applied to published base tables and improvement factors. The methodology is not particularly new or ground‐breaking; however, it is hopefully accessible and will allow actuaries to use a stochastic app...
In this paper we mirror the framework of generalized (non-)linear models to define the family of generalized age-period-cohort stochastic mortality models which encompasses the vast majority of stochastic mortality projection models proposed to date, including the well-known Lee-Carter and Cairns-Blake-Dowd models. We also introduce the R package StMoMo which exploits the unifying framework of ...
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