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

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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001  MAP20210005510
003  MAP
005  20210223091316.0
008  210218e20210101bel|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
100  ‎$0‎MAPA20210003073‎$a‎Shimizu, Yasutaka
24510‎$a‎Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis‎$c‎Yasutaka Shimizu, Yuki Minami, Ryunosuke Ito
520  ‎$a‎We 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.
650 4‎$0‎MAPA20080555306‎$a‎Mortalidad
650 4‎$0‎MAPA20080586447‎$a‎Modelo estocástico
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080588281‎$a‎Teoría de la ruina
7001 ‎$0‎MAPA20210003080‎$a‎Minami, Yuki
7001 ‎$0‎MAPA20210003097‎$a‎Ito, Ryunosuke
7730 ‎$w‎MAP20077000420‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎0515-0361‎$g‎01/01/2021 Volumen 51 Número 1 - enero 2021 , p. 191-219