Survival energy models for mortality prediction and future prospects

DOI10.1017/ASB.2023.10zbMATH Open1520.91350OpenAlexW4362582133MaRDI QIDQ6174086FDOQ6174086

Authors: Yasutaka Shimizu, Yuta Kojima 

Publication date: 13 July 2023

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2023.10

Recommendations

• Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis
• Forecasting mortality rates via density ratio modeling
• Forecasting life expectancy: evidence from a new survival function
• A semiparametric panel approach to mortality modeling
• Modeling and forecasting mortality rates

zbMATH Keywords

diffusion processesinverse Gaussian processescohortwise mortality predictionSEM projectsurvival energy models

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Asymptotic Statistics
• Survival models in a dynamic context: a survey
• Finite-time survival probability and credit default swaps pricing under geometric Lévy markets
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
• Option pricing when underlying stock returns are discontinuous
• Affine processes for dynamic mortality and actuarial valuations
• An explicit expression for the distribution of the supremum of brownian motion with a change point
• Generalised information criteria in model selection
• Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
• Modeling and management of mortality risk: a review
• A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
• First passage time statistics of Brownian motion with purely time dependent drift and diffusion
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Modeling the forward surface of mortality
• Lee-Carter mortality forecasting with age-specific enhancement.
• Title not available (Why is that?)
• Stochastic mortality under measure changes
• Mortality modelling with Lévy processes
• Consistent dynamic affine mortality models for longevity risk applications
• Uncertainty in mortality projections: an actuarial perspective
• Inference pitfalls in Lee-Carter model for forecasting mortality
• Mixed hitting-time models
• Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis

Cited In (2)

• Mortality prediction using survival energy models with functional data analysis
• Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis

This page was built for publication: Survival energy models for mortality prediction and future prospects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6174086)