Centro de Documentacion de Fundación MAPFRE - Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis

Notas: Sumario: We propose a new approach to mortality prediction under survival energy hypothesis (SEH). We assume that a human is born with initial energy, which changes stochastically in time and the human dies when the energy vanishes. Then, the time of death is represented by the first hitting time of the survival energy (SE) process to zero. This study assumes that SE follows a timeinhomogeneous diffusion process and defines the mortality function, which is the first hitting time distribution function of the SE process. Although SEH is a fictitious construct, we illustrate that this assumption has the potential to yield a good parametric family of cumulative probability of death, and the parametric family yields surprisingly good predictions for future mortality rates.Registros relacionados: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/01/2021 Volumen 51 Número 1 - enero 2021 , p. 191-219Materia / lugar / evento: Mortalidad Modelo estocástico Cálculo actuarial Teoría de la ruina Otros autores: Minami, Yuki
Ito, Ryunosuke
Outras classificações: 6

Direitos: In Copyright (InC)

‌ Ver detalhe do número