human capital, is a valuable variable for predicting mortality. To insure its robustness and general applicability to … ongoing Social Security models, the usefulness of earnings growth as a predictor of mortality will be explored in multiple … with the pre-1978 administrative record data on earnings and mortality are met …

have been extensively used for estimating age patterns of mortality in poor-data countries. We propose a new model inspired … by indirect estimation techniques applied in demography, which can be used to estimate full life tables at any point in …

This work proposes a backtesting analysis that compares the Lee–Carter and the Cairns–Blake–Dowd mortality models …, employing Italian data. The mortality data come from the Italian National Statistics Institute (ISTAT) database and span the …. We find that neither model was able to capture the improving shock on mortality observed for the male population on the …

The prototypical Lee-Carter mortality model is characterized by a single common time factor that loads differently … across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple … factors: a factor common for all age groups, factors for infant and adult mortality, and a factor for the “accident hump” that …

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 …

Human mortality has been improving faster than expected over the past few decades. This unprecedented improvement has … been observed in historical mortality data. In this paper, we investigate the applicability of four nonlinear time … conditional heteroskedasticity model for mortality data. By analyzing the mortality data from England and Wales and Italy spanning …