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 …

In this study, we assess COVID-19-related mortality in Minnesota and Wisconsin with the aim of demonstrating both the … weekly mortality figures at the national or state level, we subsequently delve into a marginal distribution examination of … statistical model that utilizes observed mortality datasets from neighboring states and nations to facilitate precise short …

In the actuarial literature, it has become common practice to model future capital returns and mortality rates … stochastically in order to capture market risk and forecasting risk. Although interest rates often should and mortality rates always … helps to quantify the error that is made by approximating diffusive interest and mortality rate models with Gaussian …

stochastic mortality intensity. We find that a generation-based model is important, since spouses' dependence decreases when …