{"title":"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","authors":"Y. Shimizu, Y. Minami, Ryunosuke Ito","doi":"10.1017/asb.2020.32","DOIUrl":null,"url":null,"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.","PeriodicalId":8617,"journal":{"name":"ASTIN Bulletin","volume":"25 1","pages":"191 - 219"},"PeriodicalIF":1.7000,"publicationDate":"2020-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS\",\"authors\":\"Y. Shimizu, Y. Minami, Ryunosuke Ito\",\"doi\":\"10.1017/asb.2020.32\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":8617,\"journal\":{\"name\":\"ASTIN Bulletin\",\"volume\":\"25 1\",\"pages\":\"191 - 219\"},\"PeriodicalIF\":1.7000,\"publicationDate\":\"2020-11-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ASTIN Bulletin\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1017/asb.2020.32\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ASTIN Bulletin","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1017/asb.2020.32","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ECONOMICS","Score":null,"Total":0}
WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS
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.
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.