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 …

Mortality improvements and life expectancies have been increasing in recent decades, leading to growing interest in … understanding mortality risk and longevity risk. Studies of mortality forecasting are of interest among actuaries and demographers … because mortality forecasting can quantify mortality and longevity risks. There is an abundance of literature on the topic of …

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 …

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 …

This paper proposes a coherent multi-population approach to mortality forecasting for less developed countries. The … majority of these countries have witnessed faster mortality declines among the young and the working age populations during the … past few decades, whereas in the more developed countries, the contemporary mortality declines have been more substantial …

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

The joint modelling of mortality rates for multiple populations has gained increasing popularity in areas such as … government planning and insurance pricing. Sub-groups of a population often preserve similar mortality features with short …