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Pričakovana življenjska doba : delo diplomskega seminarjaPrelog, SašaV diplomskem delu so najprej na kratko razloženi pojmi povezani z modeli preživetja, za tem pa še pričakovana preostala življenjska doba ob smrti in formula za njen izračun. Nadalje je opisan prvi ... modela preživetja - Gompertz-Makehamova jakost smrtnosti, ki je sestavljena iz Gompertzove komponente, ki je odvisna od starosti, in Makehamove komponente, ki ni. Parametre tega modela ponavadi izračunamo z metodo najmanjših kvadratov iz podatkov prejšnjih let. Nato je predstavljen LeeCarter model, pri katerem potrebujemo za napoved jakosti smrtnosti napovedati vrednost samo enega časovnega parametra ▫$k_s$▫. Parametre tega modela določimo s pomočjo singularnega razcepa na podatkih za neko časovno obdobje. Nato lahko napovemo parameter ▫$k_s$▫ s pomočjo ARIMA metod. Nazadnje je predstavljena še CH funkcija preživetja, ki je sestavljena iz komponente mladosti do odraslosti in komponente starih do zelo starih. Parametre za ta model izračunamo z metodo najmanjših kvadratov iz tablic smrtnosti in jih za naslednja leta napovemo s pomočjo AR metod nižjega reda. Končna primerjava opisanih modelov med sabo razkrije, da večinoma CH funkcija preživetja kaže boljše prileganje podatkom in natančnejše napovedi kot preostala dva modela.Type of material - undergraduate thesis ; adult, seriousPublication and manufacture - Ljubljana : [S. Prelog], 2020Language - slovenianCOBISS.SI-ID - 58094339
Author
Prelog, Saša
Other authors
Dolžan, David
Topics
modeli preživetja |
pričakovana življenjska doba |
Gompertz-Makehamova jakost smrtnosti |
Lee-Carter model |
CH funkcija preživetja |
survival models |
expected lifespan |
Gompertz-Makeham force of mortality |
Lee-Carter model |
CH survival function
Library/institution |
City | Acronym | For loan | Other holdings |
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
reading room 1 cop.
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Year | Impact factor | Edition | Category | Classification | ||||
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Prelog, Saša | |
Dolžan, David | 16331 |
Source: Personal bibliographies
and: SICRIS
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