conventional approach of modelling mortality rates. Furthermore, we demonstrate how these survival probability models can be …

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 …

The study of mortality is an ever-active field of research, and new methods or combinations of methods are constantly … being developed. In the actuarial domain, the study of phenomena disrupting mortality and leading to excess mortality, as in … epidemiological model can be integrated into an actuarial approach in the context of mortality. The aim of this project is to …

Life insurance profitability depends on reliable mortality risk projections and pricing. While the COVID-19 pandemic … has caused disruptions around the world, this is a temporary mortality shock likely to dissipate. In this paper, we … investigate the long-run impact of COVID-19 on life insurance profitability. Due to the long-run dynamics of the mortality …

We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality … projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee … mortality model, which has become a standard for projecting mortality in Belgium and the Netherlands. We calibrate this …

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 …

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 …