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 …

This paper investigates longevity inequality across U.S. states by modelling and forecasts mortality rates via a … forecast reconciliation approach. Understanding the heterogeneity in state-level mortality experience is of fundamental … importance, as a key challenge of multi-population mortality modeling is the curse of dimensionality, and the resulting complex …

This paper contributes to insurance risk management by modeling extreme climate risk and extreme mortality risk in an …

Accurate future mortality forecasts are of fundamental importance as they ensure adequate pricing of mortality … projecting future mortality rates (see for example Clayton and Schifflers, 1987; Lee and Carter, 1992). There are generally two … types of mortality models using the extrapolative approach. The first extracts patterns in age, time and cohort dimensions …