Am Donnerstag, den 05.09.2019 hält Dr. Torsten Kleinow von der HWU Edinburgh einen Vortrag zum Thema "Modelling and Projecting Mortality for Multiple Populations".

Der Vortrag findet um 13:30 Uhr in Raum E4.09 (Bernhard Riemann) am Fraunhofer ITWM statt.

Abstract:
We consider stochastic models that allow us to simultaneously model mortality rates in several countries. We start with investigating to what extent a common age effect can be found among the mortality experiences of different countries by comparing a common age effect model with individually fitted Lee-Carter type models and the Li&Lee model.
In a second step we compare projected mortality rates using random walks for the period effects. Finally, we introduce a new time series model for the projection of country-specific period effects and discuss its properties.

Im Anschluss hält Simon Schnürch vom Fraunhofer ITWM einen Vortrag zum Thema "A Clustering-Based Multi-Population Mortality Model".

Abstract:
We give a brief overview of single- and multi-population stochastic mortality models along with some motivating background. We then introduce a variation of the common age effect model by Kleinow which is based on finding a mortality-related clustering of populations. After having illustrated one way of achieving this, we show some results obtained by comparing the proposed model to existing approaches with respect to several criteria describing goodness of fit and forecasting performance.