earthquake performance level is met, life safety or if a portfolio's vulnerability level is acceptable, whether the. loss for a …

This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the … most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model … of male mortality that is known to provide a good fit to UK mortality data. The fan charts suggest that there are clear …

a multi-population mortality model which includes a cause-specific environment using Archimedean copulae to model … dependence between various groups of causes of death. For this, Dutch data on cause-of-death mortality and cause …-specific mortality data from 14 comparable European countries were used. We find that the inclusion of a common factor to a cause …

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 …

Disaggregation of mortality by cause has advanced the development of life tables for life insurance and pension … determine relationships among causes of death such as HIV/AIDS and their impact on mortality and longevity risks seem trivial or …