The prediction of future mortality improvements is of substantial importance for areas such as population projection …, government welfare policies, pension planning and annuity pricing. The Lee-Carter model is one of the widely applied mortality … models proposed to capture and predict the trend in mortality reductions. However, some studies have identified the presence …

have been extensively used for estimating age patterns of mortality in poor-data countries. We propose a new model inspired …

accurate modelling and projection of mortality rates and life expectancy play a central role and represent issues of great … interest in recent literature. Our study refers to the Italian mortality experience and considers an indexing mechanism based … performances of selected stochastic mortality models, a model assembling technique is applied to face uncertainty in model …

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 …