WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS

IF 1.7 3区 经济学 Q2 ECONOMICS ASTIN Bulletin Pub Date : 2020-11-13 DOI:10.1017/asb.2020.32
Y. Shimizu, Y. Minami, Ryunosuke Ito
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引用次数: 1

Abstract

Abstract We 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 time-inhomogeneous 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.
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人为什么会死?生存能量假说下队列死亡率预测的结构方法
摘要提出了一种基于生存能量假设(SEH)的死亡率预测新方法。我们假设一个人出生时具有初始能量,它随时间随机变化,当能量消失时,人就会死亡。然后,将死亡时间表示为生存能量(SE)过程的第一次撞击时间为零。本文假设SE遵循时间非均匀扩散过程,并定义了死亡率函数,该函数是SE过程的首次命中时间分布函数。虽然SEH是一个虚构的结构,但我们表明,这个假设有可能产生一个很好的累积死亡概率参数族,而参数族对未来死亡率的预测出人意料地好。
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来源期刊
ASTIN Bulletin
ASTIN Bulletin 数学-数学跨学科应用
CiteScore
3.20
自引率
5.30%
发文量
24
审稿时长
>12 weeks
期刊介绍: ASTIN Bulletin publishes papers that are relevant to any branch of actuarial science and insurance mathematics. Its papers are quantitative and scientific in nature, and draw on theory and methods developed in any branch of the mathematical sciences including actuarial mathematics, statistics, probability, financial mathematics and econometrics.
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