- Date: 21 Oct. (Thu.)
- Place: On the Web
- Time: 17:00 – 18:00
- Speaker: Yasutaka Shimizu (Waseda University)
- Title: A quite new approach to cohort-wise mortality prediction under survival energy hypothesis
- Abstract:
We propose a new approach to mortality prediction by “Survival Energy Model (SEM)”．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 or an inverse Gaussian process, and defines the “mortality function”, which is the first hitting time distribution function of a SE process. Although SEM is a fictitious construct, we illustrate that this assumption has a high potential to yield a good parametric family of the cumulative distribution of death, and the parametric family yields surprisingly good predictions for future mortality rates. This work is published by Shimizu, et al. (2020). “Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis”, ASTIN Bulletin, vol.51 (1), 191-219.
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