discuss pricing under the complete/incomplete financial market models, stochastic mortality and optimal …

We propose a new model in a Bayesian hierarchical framework to project mortality at both national and subnational … model's use by drawing on a new database containing provincial-level mortality data for China from four censuses conducted … States. We use mortality forecasts to compute and compare national and subnational life expectancies for China and the United …

In this paper, we present extensions of the Hatzopoulos-Sagianou (2020) (HS) multiple-component stochastic mortality … modelling the number of deaths using the Binomial model commonly employed in the literature of mortality modelling. Given this … suitable than those used in the literature to model the mortality dynamics. In this regard, our work offers an extensive …

immediate impact on mortality rates. The recent COVID-19 pandemic has demonstrated that these events should not be treated as … nonrepetitive exogenous interventions. Therefore, mortality models incorporating jump effects are particularly important to capture … the adverse mortality shocks. The mortality models with jumps, which we consider in this study, differ in terms of the …

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 …