Stochastic Mortality Models. Application to CR mortality data

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F14%3A39898365" target="_blank" >RIV/00216275:25410/14:39898365 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1007/978-3-319-05014-0_26" target="_blank" >http://dx.doi.org/10.1007/978-3-319-05014-0_26</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/978-3-319-05014-0_26" target="_blank" >10.1007/978-3-319-05014-0_26</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Stochastic Mortality Models. Application to CR mortality data

Popis výsledku v původním jazyce

The ageing process is a great challenge for many European countries, not excluding the Czech Republic (CR) and it brings financial risk in areas such as social policy, pensions and health care. The motivation for this paper is to compare various mortality models. We have attempted to explain mortality improvements for males aged 62-90 in the CR using a several stochastic mortality models. We compare quantitatively number of stochastic models explaining improvements in mortality rates in the CR. It is clear that mortality improvements are driven by an underlying process that is stochastic. Numbers of stochastic models have been developed to analyse these mortality improvements. We will deal in models such as Lee-Carter model, Renshaw and Haberman model,Aged-Periodic-Cohort model (APC), Cairns-Blake-Dowd model (CBD) and their extensions. Each model is fitted to the male data between 1968 and 2011. Our analysis focuses on mortality at higher ages (62-90), given our interest in pensionrel

Název v anglickém jazyce

Stochastic Mortality Models. Application to CR mortality data

Popis výsledku anglicky

The ageing process is a great challenge for many European countries, not excluding the Czech Republic (CR) and it brings financial risk in areas such as social policy, pensions and health care. The motivation for this paper is to compare various mortality models. We have attempted to explain mortality improvements for males aged 62-90 in the CR using a several stochastic mortality models. We compare quantitatively number of stochastic models explaining improvements in mortality rates in the CR. It is clear that mortality improvements are driven by an underlying process that is stochastic. Numbers of stochastic models have been developed to analyse these mortality improvements. We will deal in models such as Lee-Carter model, Renshaw and Haberman model,Aged-Periodic-Cohort model (APC), Cairns-Blake-Dowd model (CBD) and their extensions. Each model is fitted to the male data between 1968 and 2011. Our analysis focuses on mortality at higher ages (62-90), given our interest in pensionrel

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

—

Projekt

<a href="/cs/project/EE2.3.30.0058" target="_blank" >EE2.3.30.0058: Rozvoj kvalitních vědeckovýzkumných týmů na Univerzitě Pardubice</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF 2014

ISBN

978-3-319-05013-3

ISSN

—

e-ISSN

—

Počet stran výsledku

4

Strana od-do

113-116

Název nakladatele

Springer

Místo vydání

Heidelberg

Místo konání akce

Salerno

Datum konání akce

22. 4. 2014

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

—