Download or read book The Out of sample Performance of Stochastic Methods in Forecasting Age specific Mortality Rates written by Javier Meseguer and published by . This book was released on 2008 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Out Of Sample Performance of Stochastic Methods in Forecasting Age Specific Mortality Rates written by Javier Meseguer and published by BiblioGov. This book was released on 2013-06 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper evaluates the out-of-sample performance of two stochastic models used to forecast age-specific mortality rates: (1) the model proposed by Lee and Carter (1992); and (2) a set of univariate autoregressions linked together by a common residual covariance matrix (Denton, Feavor, and Spencer 2005).
Download or read book The Choice of Sample Size for Mortality Forecasting written by Hong Li and published by . This book was released on 2015 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasted mortality rates using mortality models proposed in the recent literature are sensitive to the sample size. In this paper we propose a method based on Bayesian learning to determine model-specific posterior distributions of the sample sizes. In particular, the sample size is included as an extra parameter in the parameter space of the mortality model, and its posterior distribution is obtained based on historical performance for different forecast horizons up to 20 years. Age- and gender-specific posterior distributions of sample sizes are computed. Our method is applicable to a large class of linear mortality models. As illustration, we focus on the first generation of the Lee-Carter model and the Cairns-Blake-Dowd model. Our method is applied to U.S. and Dutch data. For both countries we find highly concentrated posterior distributions of the sample size that are gender- and age-specific. In the out-of-sample forecast analysis, the Bayesian model outperforms the original mortality models with fixed sample sizes in the majority of cases.
Download or read book Trends and Applications in Information Systems and Technologies written by Álvaro Rocha and published by Springer Nature. This book was released on 2021-04-22 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is composed of a selection of articles from The 2021 World Conference on Information Systems and Technologies (WorldCIST'21), held online between 30 and 31 of March and 1 and 2 of April 2021 at Hangra de Heroismo, Terceira Island, Azores, Portugal. WorldCIST is a global forum for researchers and practitioners to present and discuss recent results and innovations, current trends, professional experiences and challenges of modern information systems and technologies research, together with their technological development and applications. The main topics covered are: A) Information and Knowledge Management; B) Organizational Models and Information Systems; C) Software and Systems Modeling; D) Software Systems, Architectures, Applications and Tools; E) Multimedia Systems and Applications; F) Computer Networks, Mobility and Pervasive Systems; G) Intelligent and Decision Support Systems; H) Big Data Analytics and Applications; I) Human–Computer Interaction; J) Ethics, Computers & Security; K) Health Informatics; L) Information Technologies in Education; M) Information Technologies in Radiocommunications; N) Technologies for Biomedical Applications.
Download or read book Developments in Demographic Forecasting written by Stefano Mazzuco and published by Springer Nature. This book was released on 2020-09-28 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book presents new developments in the field of demographic forecasting, covering both mortality, fertility and migration. For each component emerging methods to forecast them are presented. Moreover, instruments for forecasting evaluation are provided. Bayesian models, nonparametric models, cohort approaches, elicitation of expert opinion, evaluation of probabilistic forecasts are some of the topics covered in the book. In addition, the book is accompanied by complementary material on the web allowing readers to practice with some of the ideas exposed in the book. Readers are encouraged to use this material to apply the new methods to their own data. The book is an important read for demographers, applied statisticians, as well as other social scientists interested or active in the field of population forecasting. Professional population forecasters in statistical agencies will find useful new ideas in various chapters.
Download or read book Old and New Perspectives on Mortality Forecasting written by Tommy Bengtsson and published by Springer. This book was released on 2019-03-28 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book describes methods of mortality forecasting and discusses possible improvements. It contains a selection of previously unpublished and published papers, which together provide a state-of-the-art overview of statistical approaches as well as behavioural and biological perspectives. The different parts of the book provide discussions of current practice, probabilistic forecasting, the linearity in the increase of life expectancy, causes of death, and the role of cohort factors. The key question in the book is whether it is possible to project future mortality accurately, and if so, what is the best approach. This makes the book a valuable read to demographers, pension planners, actuaries, and all those interested and/or working in modelling and forecasting mortality.
Download or read book Ageing Population Risks written by Pavel Shevchenko and published by MDPI. This book was released on 2018-08-09 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a printed edition of the Special Issue "Ageing Population Risks" that was published in Risks
Download or read book The Health State Function of a Population written by Christos H. Skiadas and published by ISAST. This book was released on 2013-03-04 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Health State Function of a Population This book will inspire colleagues in applying, developing and expanding the theoretical and practical issues related to the health state of the population and to improve forecasts related to the life expectancy and the healthy life span. The Second Edition of the book includes four more chapters presenting very important theoretical and applied work. The book deals with the theory related to the health state of a population and the introduced health state function. The book presents and applies the stochastic modeling techniques and the first exit time theory in demography along with the healthy life expectancy estimates and a derivation and classification of the human development stages. The data fitting techniques and the related programs are also presented. Many new and old terms are explored and quantitatively estimated especially the health state or the “vitality” of a population, the Deterioration and the related function and the Healthy Life Expectancy. A method for estimating the total loss of healthy life years with applications and comparisons for the healthy life expectancy in UK, Scotland, Sweden, and in the US States is added. A new Quantitative Method for Estimating the Human Development Stages based on the Health State Function Theory and the Resulting Deterioration Process is also included. The book is addressed to demographers, actuaries, statisticians, applied mathematicians, sociologists, psychologists, economists, health scientists, biologists, policy makers and scientists and practitioners of very many fields. Attention was given to prepare the material for readers from multidisciplinary fields thus including the appropriate formulas and mathematical typos along with many applications from computer programs in Excel. Read this book and share with us a fascinating exploration on life table data and the underlying information on human health state.
Download or read book Update on diagnostic and prognostic biomarkers for women s cancers written by Ming Yi and published by Frontiers Media SA. This book was released on 2023-08-01 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Machine Learning and Principles and Practice of Knowledge Discovery in Databases written by Michael Kamp and published by Springer Nature. This book was released on 2022-02-18 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set constitutes the refereed proceedings of the workshops which complemented the 21th Joint European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD, held in September 2021. Due to the COVID-19 pandemic the conference and workshops were held online. The 104 papers were thoroughly reviewed and selected from 180 papers submited for the workshops. This two-volume set includes the proceedings of the following workshops:Workshop on Advances in Interpretable Machine Learning and Artificial Intelligence (AIMLAI 2021)Workshop on Parallel, Distributed and Federated Learning (PDFL 2021)Workshop on Graph Embedding and Mining (GEM 2021)Workshop on Machine Learning for Irregular Time-series (ML4ITS 2021)Workshop on IoT, Edge, and Mobile for Embedded Machine Learning (ITEM 2021)Workshop on eXplainable Knowledge Discovery in Data Mining (XKDD 2021)Workshop on Bias and Fairness in AI (BIAS 2021)Workshop on Workshop on Active Inference (IWAI 2021)Workshop on Machine Learning for Cybersecurity (MLCS 2021)Workshop on Machine Learning in Software Engineering (MLiSE 2021)Workshop on MIning Data for financial applications (MIDAS 2021)Sixth Workshop on Data Science for Social Good (SoGood 2021)Workshop on Machine Learning for Pharma and Healthcare Applications (PharML 2021)Second Workshop on Evaluation and Experimental Design in Data Mining and Machine Learning (EDML 2020)Workshop on Machine Learning for Buildings Energy Management (MLBEM 2021)
Download or read book Digital Marketing and Consumer Engagement Concepts Methodologies Tools and Applications written by Management Association, Information Resources and published by IGI Global. This book was released on 2018-01-05 with total page 1755 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consumer interaction and engagement are vital components to help marketers maintain a lasting relationship with their customers. To achieve this goal, companies must utilize current digital tools to create a strong online presence. Digital Marketing and Consumer Engagement: Concepts, Methodologies, Tools, and Applications is an innovative reference source for the latest academic material on emerging technologies, techniques, strategies, and theories in the promotion of brands through forms of digital media. Highlighting a range of topics, such as mobile commerce, brand communication, and social media, this multi-volume book is ideally designed for professionals, researchers, academics, students, managers, and practitioners actively involved in the marketing industry.
Download or read book Gaussian Process Models for Mortality Rates and Improvement Factors written by Michael Ludkovski and published by . This book was released on 2016 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly smoothing raw rates across dimensions, such as calendar year and age. The GP model quantifies uncertainty associated with smoothed historical experience and generates full stochastic trajectories for out-of-sample forecasts. Our framework is well suited for updating projections when newly available data arrives, and for dealing with "edge'' issues where credibility is lower. We present a detailed analysis of Gaussian process model performance for US mortality experience based on the CDC datasets. We investigate the interaction between mean and residual modeling, Bayesian and non-Bayesian GP methodologies, accuracy of in-sample and out-of-sample forecasting, and stability of model parameters. We also document the general decline, along with strong age-dependency, in mortality improvement factors over the past few years, contrasting our findings with the Society of Actuaries ("SOA") MP-2014 and -2015 models that do not fully reflect these recent trends.
Download or read book Aanwinsten van de Centrale Bibliotheek Queteletfonds written by Bibliothèque centrale (Fonds Quetelet) and published by . This book was released on 1998 with total page 806 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Forecasting principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Download or read book Stochastic Processes in Demography and Applications written by Suddhendu Biswas and published by . This book was released on 1988 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical and Statistical Methods for Actuarial Sciences and Finance written by Marco Corazza and published by Springer. This book was released on 2018-07-17 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018. The book covers a wide variety of subjects in actuarial science and financial fields, all discussed in the context of the cooperation between the three quantitative approaches. The topics include: actuarial models; analysis of high frequency financial data; behavioural finance; carbon and green finance; credit risk methods and models; dynamic optimization in finance; financial econometrics; forecasting of dynamical actuarial and financial phenomena; fund performance evaluation; insurance portfolio risk analysis; interest rate models; longevity risk; machine learning and soft-computing in finance; management in insurance business; models and methods for financial time series analysis, models for financial derivatives; multivariate techniques for financial markets analysis; optimization in insurance; pricing; probability in actuarial sciences, insurance and finance; real world finance; risk management; solvency analysis; sovereign risk; static and dynamic portfolio selection and management; trading systems. This book is a valuable resource for academics, PhD students, practitioners, professionals and researchers, and is also of interest to other readers with quantitative background knowledge.
