Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis

DOI10.1017/ASB.2020.32MaRDI QIDQ5157769zbMATH OpenOpenAlexFDO

Authors Yasutaka Shimizu, Yuki Minami, Ryunosuke Ito

Publication date 20 October 2021

Published in ASTIN Bulletin (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1017/asb.2020.32

zbMATH Keywords

first passage timediffusion processesruin theorymortality predictionsurvival energy hypothesis

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

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• Mixed hitting-time models
• Modeling and management of mortality risk: a review
• Modeling the forward surface of mortality
• Option pricing when underlying stock returns are discontinuous
• Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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Cited in

(2)

• Survival energy models for mortality prediction and future prospects
• Mortality prediction using survival energy models with functional data analysis

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