An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data … ages and then produce mortality forecasts based on a partial age-range model. On the other hand, with all available data …, we can first apply a full age-range model to produce forecasts and then truncate the mortality forecasts to retiree ages …

hundreds of miles apart. Because lifestyle and environmental factors contribute to mortality, spatial correlation may be an … important feature in mortality modeling. However, many of the current mortality models fail to account for spatial relationships …. This paper introduces spatio-temporal trends into traditional mortality modeling using Bayesian hierarchical models with …

This thesis brings together work carried out over the period 2008-2012 in the area of mortality modelling. We look at … various aspects of the modelling of mortality and introduce several new models including, the O’Hare and Li (2012) model in … weakness of extrapolative mortality models to account for structural breaks in the underlying data. In particular we note that …

This paper proposes a two-step LASSO based vector autoregressive (2-LVAR) model to forecast mortality rates. Within the …-specific mortality rates are related to their own historical values (temporality) and the rates of the neighboring cohorts (spatiality … this paper will help researchers understand the mortality projections in the long run and improve the reserving …