Survival energy models for mortality prediction and future prospects

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

ASTIN Bulletin, 2023, vol. 53, issue 2, 377-391

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.

Date: 2023
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