help with stochastic mortality modelling

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newbie;(
newbie;( 2012년 2월 21일
편집: Azzi Abdelmalek 2013년 10월 18일
I'm trying to simulate stochastic remaining lifetime with varying survival probabilities which decrease as age increases.(from a life table). Anyone able to help me with sample of such coding?

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답변 (2개)

Jessica Lam
Jessica Lam 2012년 2월 21일
could you please give more details of your question? For example, dataset, the model you considered, etc.
Skewed Kurtosis
Skewed Kurtosis 2012년 2월 22일
You could in fact draw stochastic paths of the death records of the individuals, you have just to simulate the deaths keeping in minds that these are random variables with Poisson distribution and the intensity is given by the deterministic table you mentioned (you should first transform it to cohort table!). In such a case you are just modeling the "sampling risk" and not mortality nor longevity risks.

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