Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Andrés M. Villegas"'
Publikováno v:
Risks, Vol 10, Iss 9, p 183 (2022)
Affine mortality models are well suited for theoretical and practical application in pricing and risk management of mortality risk. They produce consistent, closed-form stochastic survival curves allowing for the efficient valuation of mortality-link
Externí odkaz:
https://doaj.org/article/da9b8368856b43398cf9581315950659
Publikováno v:
Risks, Vol 10, Iss 6, p 121 (2022)
Pooled annuity products, where the participants share systematic and idiosyncratic mortality risks as well as investment returns and risk, provide an attractive and effective alternative to traditional guaranteed life annuity products. While longevit
Externí odkaz:
https://doaj.org/article/5bd41ddef67447c8ad7ae9e9fdf553b5
Publikováno v:
Journal of Statistical Software, Vol 84, Iss 1, Pp 1-38 (2018)
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,
Externí odkaz:
https://doaj.org/article/931ba6b101b3444cb507b5908d737e9a
Autor:
MUNIR HIABU, MARÍA DOLORES MARTÍNEZ-MIRANDA, JENS PERCH NIELSEN, JAAP SPREEUW, CARSTEN TANGGAARD, ANDRÉS M. VILLEGAS
Publikováno v:
Revista Colombiana de Estadística, Vol 38, Iss 2, Pp 399-411
This paper introduces a new bias reducing method for kernel hazard estimation. The method is called global polynomial adjustment (GPA). It is a global correction which is applicable to any kernel hazard estimator. The estimator works well from a theo
Externí odkaz:
https://doaj.org/article/ddb400a6673f41669d3c00a281418630
Publikováno v:
North American Actuarial Journal. :1-31
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::29662d192859c9fe449148796741c241
https://doi.org/10.1080/10920277.2023.2167834
https://doi.org/10.1080/10920277.2023.2167834
Autor:
Andrew Hunt, Andrés M. Villegas
Publikováno v:
North American Actuarial Journal. 27:47-73
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b0d2aa69fbe65e48853e932f2ba1210
https://doi.org/10.1080/10920277.2021.2006068
https://doi.org/10.1080/10920277.2021.2006068
Publikováno v:
Scandinavian Actuarial Journal. 2022:591-626
There are many alternative approaches to selecting mortality models and forecasting mortality. The standard practice is to produce forecasts using a single model such as the Lee-Carter, the Cairns-Blake-Dowd, or the Age- Period-Cohort model, with mod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8bdd929873854d10b9dbf75c7e37872
https://doi.org/10.1080/03461238.2021.1999316
https://doi.org/10.1080/03461238.2021.1999316
Publikováno v:
ASTIN Bulletin. 52:247-289
Given the rapid reductions in human mortality observed over recent decades and the uncertainty associated with their future evolution, there have been a large number of mortality projection models proposed by actuaries and demographers in recent year
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4ce39cfeec5deab176a4cf11c085ae1
https://doi.org/10.1017/asb.2021.29
https://doi.org/10.1017/asb.2021.29
This research investigates the impact of deprivation on demographic inequalities in England and Wales among adults. Using demographic measures including the modal age at death, life expectancy, lifespan variation and mortality, it shows a negative co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ecf7f4ff39fe0892c2c6c89070e78f84
Publikováno v:
SSRN Electronic Journal.
Accurate old-age mortality projections for subnational areas are important for assessing health outcomes and valuing pension liabilities. However, subnational mortality data often face small sample sizes at older ages. In some countries, the underrep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d7e55a149da1bbc13e8d8310ee1e75d
https://doi.org/10.2139/ssrn.3687266
https://doi.org/10.2139/ssrn.3687266