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Survival energy models for mortality prediction and future prospects

Author

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  • Shimizu, Yasutaka
  • Shirai, Kana
  • Kojima, Yuta
  • Mitsuda, Daiki
  • Inoue, Mahiro

Abstract

The survival energy model (SEM) is a recently introduced novel approach to mortality prediction, which offers a cohort-wise distribution function of the time of death as the first hitting time of a “survival energy” diffusion process to zero. In this study, we propose a novel SEM that can serve as a suitable candidate in the family of prediction models. We also proposed a method to improve the prediction in an earlier work. We further examine the practical advantages of SEM over existing mortality models.

Suggested Citation

  • Shimizu, Yasutaka & Shirai, Kana & Kojima, Yuta & Mitsuda, Daiki & Inoue, Mahiro, 2023. "Survival energy models for mortality prediction and future prospects," ASTIN Bulletin, Cambridge University Press, vol. 53(2), pages 377-391, May.
    • Handle: RePEc:cup:astinb:v:53:y:2023:i:2:p:377-391_9
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