The Complex-Number Mortality Model (CNMM) Based on Orthonormal Expansion of Membership Functions

• Autorzy: Andrzej Szymański , Agnieszka Rossa
• Języki publikacji: EN

Abstrakty

EN

The paper deals with a new fuzzy version of the Lee-Carter (LC) mortality model, in which mortality rates as well as parameters of the LC model are treated as triangular fuzzy numbers. As a starting point, the fuzzy Koissi-Shapiro (KS) approach is recalled. Based on this approach, a new fuzzy mortality model - CNMM - is formulated using orthonormal expansions of the inverse exponential membership functions of the model components. The paper includes numerical findings based on a case study with the use of the new mortality model compared to the results obtained with the standard LC model.(original abstract)

Słowa kluczowe

EN

Mortality; Mathematical model of mortality; Functions

PL

Umieralność; Matematyczne modele umieralności; Funkcje

• Czasopismo: Statistics in Transition
• Rocznik: 2021
• Tom: 22
• Numer: nr 3
• Strony: 31--57

Twórcy

autor

Andrzej Szymański

• University of Lodz, Poland

autor

Agnieszka Rossa

• University of Lodz, Poland

Bibliografia

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Identyfikatory

DOI

10.21307/stattrans-2021-026