Why Does a Human Die? A Structural Approach to Cohort-Wise Mortality Prediction under Survival Energy Hypothesis

Yasutaka Shimizu, Yuki Minami, Ryunosuke Ito

研究成果: Article査読

抄録

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.

本文言語English
ページ(範囲)191-219
ページ数29
ジャーナルASTIN Bulletin
51
1
DOI
出版ステータスPublished - 2021 1

ASJC Scopus subject areas

  • Accounting
  • Finance
  • Economics and Econometrics

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