Smoothing and forecasting mortality rates
WebKey words: Fertility forecasting, functional data, mortality forecasting, nonparametric smoothing, principal components, robustness. JEL classification: J11, C53, C14, C32. 1 Introduction In this paper, we propose a new approach to forecasting age-specific mortality and fertility rates that combines ideas from functional data analysis ... WebWe use simulated instances, data of the evolution of the COVID-19 pandemic and of mortality rates for different age groups to test our approaches. References [1] ... [16] Currie I.D., Durban M., Eilers P.H.C., Smoothing and forecasting mortality rates, Stat Modell. 4 …
Smoothing and forecasting mortality rates
Did you know?
Web20 May 2024 · Machine learning has recently entered the mortality literature in order to improve the forecasts of stochastic mortality models. This paper proposes to use two pure, tree-based machine learning models: random forests and gradient boosting, based on the differenced log-mortality rates to produce more accurate mortality forecasts. Web15 Jun 2007 · A new method is proposed for forecasting age-specific mortality and fertility rates observed over time. This approach allows for smooth functions of age, is robust for …
WebSmoothing and Forecasting Mortality Rates with P-splines Iain Currie Heriot Watt University London, April 2007 Manchester, May 2007 Data and problem †Data: CMI assured lives – … WebNational Center for Biotechnology Information
Web1 Apr 2007 · Stochastic modeling of mortality rates focuses on fitting linear models to logarithmically adjusted mortality data from the middle or late ages. Whilst this modeling enables insurers to project… Expand 52 PDF A Bayesian approach to modelling mortality, with applications to insurance George Cairns Economics 2013 Webmethods is based on the forecasting of parameters in some parametric model. For example, Age-Period-Cohort (APC) models are a well established method of smoothing mortality …
Web23 Mar 2024 · COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH - Volume 47 Issue 2. ... A Two-Population Extension of the Exponential Smoothing State Space Model with a Smoothing Penalisation Scheme. Risks, Vol. 8, Issue. 3, p. 67. CrossRef; Google Scholar;
geothermal borehole drillingWeb1 Dec 2004 · An important feature of our method is that forecasting is a natural consequence of the smoothing process. We illustrate our methods with two data sets … christian toongaWeb9 Feb 2024 · In this work, we present a method for the incorporation of deterministic opinions into the smoothing and forecasting of mortality rates using constraints. Not only … geothermal boreholesWebThe proposed 3C-sLC captures mortality developments better than a smooth improved version of the LC model, and it displays wider prediction intervals, which provides actuaries, demographers, epidemiologists and social scientists in general with a unique and valuable tool to simultaneously smooth, decompose and forecast mortality. The Lee–Carter (LC) … christian toonWeb8 Apr 2024 · We apply the Lee-Carter method on smoothed mortality rates obtained by LASSO-type regularization and hence adjust the time component with the observed … geothermal boschWebThe 3C-sLC captures mortality developments better than a smooth improved version of the LC model, and it displays wider prediction intervals. The proposed approach provides actuaries, demographers, epidemiologists and social scientists in general with a unique and valuable tool to simultaneously smooth, decompose and forecast mortality. christian tools of inspirationWebKeywords: Exponential smoothing, Forecasting, adolescent fertility rate. I. INTRODUCTION According to the World Bank, Suriname has recorded a steady decline of adolescent fertility over the past decades. Suriname’s maternal mortality ratio (MMR) is one of the highest in the Latin American Caribbean region and most of these deaths christian top 40 2021