Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 4 of 4 for “"Lee-Carter model"”.
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Chapters from modeling mortality in Hungary
This thesis attempts to stochastically model and forecast mortality in Hungary, and aims to support the development of the population projection model of the Hungarian Central Statistical Office. From the Lee–Carter model family, we have selected both those used to forecast mortality in a single …
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Array methods in statistics with applications to the modelling and forecasting of mortality
… how these methods can be applied in additive models even when the data do not have a standard array structure. Finally we discuss the Lee-Carter model and show how we fulfilled the requirements of the CASE studentship. Our main contributions are: firstly we extend the array methods of Currie …
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Annuity Product Valuation and Risk Measurement under Correlated Financial and Longevity Risks
… rates and must be taken into account when modelling their joint dynamics. In this thesis, we model and examine the impact of nonlinearity and correlation on an annuity product. A regime-switching approach to address nonlinearity is embedded both in the Lee-Carter model for mortality rate …
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A Study of Actuarial Models for Insurance Based Applications
… of the thesis is to demonstrate a wide array of modelling techniques and their practical implementation in these two key areas of actuarial science. The first part considers the modelling of the labour force dynamics from the perspective of the loss of earnings multipliers in England and Wales. …