3 papers
stat.AP2024
Estimating Disease-Free Life Expectancy based on Clinical Data from the French Hospital Discharge Database
Oleksandr Sorochynskyi, Quentin Guibert, Frédéric Planchet +1
The development of health indicators to measure healthy life expectancy (HLE) is an active field of research aimed at summarizing the health of a population. Although many health i…
stat.AP2024
Impacts of Climate Change on Mortality: An extrapolation of temperature effects based on time series data in France
Quentin Guibert, Gaëlle Pincemin, Frédéric Planchet
Most contemporary mortality models rely on extrapolating trends or past events. However, population dynamics will be significantly impacted by climate change, notably the influence…
q-fin.RM2018
Stochastic Deflator for an Economic Scenario Generator with Five Factors
Po-Keng Cheng, Frédéric Planchet
In this paper, we implement a stochastic deflator with five economic and financial risk factors: interest rates, market price of risk, stock prices, default intensities, and conven…