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 …

We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality … projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee … mortality model, which has become a standard for projecting mortality in Belgium and the Netherlands. We calibrate this …

Although a large number of mortality projection models have been proposed in the literature, relatively little … framework for embedding more than one mortality projection model and utilise the finite mixture model concept to allow for the … and coherently to have a more detailed description of the underlying mortality patterns. We show that the proposed …

Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable … should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models …-in terms, that is, of their goodness-of-fit and prediction accuracy-is often based on the logarithmic scale of the mortality …