Levantesi, Susanna; Pizzorusso, Virginia - In: Risks : open access journal 7 (2019) 1/26, pp. 1-19
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...