This paper studies a long short-term memory (LSTM)-based coherent mortality forecasting method for developing countries … or regions. Many of such developing countries have experienced a rapid mortality decline over the past few decades …. However, their recent mortality development trend is not necessarily driven by the same factors as their long-term behavior …

This paper proposes a coherent multi-population approach to mortality forecasting for less developed countries. The … majority of these countries have witnessed faster mortality declines among the young and the working age populations during the … past few decades, whereas in the more developed countries, the contemporary mortality declines have been more substantial …

In the field of mortality, the Lee–Carter based approach can be considered the milestone to forecast mortality rates …–Carter model, the κ t parameter, describing the mortality trend over time, plays an important role about the future mortality … behavior. The traditional ARIMA process usually used to model κ t shows evident limitations to describe the future mortality …

Estimation of future mortality rates still plays a central role among life insurers in pricing their products and … managing longevity risk. In the literature on mortality modeling, a wide number of stochastic models have been proposed, most … of them forecasting future mortality rates by extrapolating one or more latent factors. The abundance of proposed models …

future mortality rates. It can be argued that there are two types of mortality models using this approach. The first extracts …-parametric smoothing techniques to model mortality and thus has no explicit constraints placed on the model. We argue that from a … using Great Britain male mortality data from 1950–2016. We also conduct a robustness test to see how sensitive the forecasts …

Predicting the evolution of mortality rates plays a central role for life insurance and pension funds. Standard single … decomposition of the mortality surface into a polynomial basis. Then, we show how regularization techniques and cross-validation can … be used to obtain a parsimonious and coherent predictive model for mortality forecasting. We analyze how COVID-19-type …

Central and Eastern European countries faced a serious mortality crisis in the second part of the 20th century … mortality improved. This dichotomy of past trends makes it difficult to forecast mortality by way of stochastic models that … mortality for all populations. This paper examines whether the product-ratio model is suitable for forecasting mortality in …