Catastrophe risk in a stochastic multi‐population mortality model

J Robben, K Antonio - Journal of Risk and Insurance, 2024 - Wiley Online Library
This paper incorporates mortality shocks in the scenarios for future mortality rates produced
by a stochastic multi‐population mortality model. Hereto, the proposed model combines a …

Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model

J Robben, K Antonio, S Devriendt - Risks, 2022 - mdpi.com
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-
population mortality projection model and its resulting projections for future mortality rates …

Modified Lee-Carter model using extreme value theory for forecasting mortality rates amidst extreme events during COVID-19 era in Indonesia

F Novkaniza, MS Athalla Syach, M Novita - Commun. Math. Biol. Neurosci., 2024 - scik.org
In recent years, the world has been grappling with the threat of pandemics, as well as
conflicts and wars between countries. Events such as pandemics and conflicts are extreme …