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 …

This paper proposes an age-coherent sparse Vector Autoregression mortality model, which combines the appealing features … of existing VAR-based mortality models, to forecast future mortality rates. In particular, the proposed model utilizes a … projection phase to generate age-coherent mortality forecasts. In the estimation phase, the age-specific mortality improvement …

This paper proposes a two-step LASSO based vector autoregressive (2-LVAR) model to forecast mortality rates. Within the …-specific mortality rates are related to their own historical values (temporality) and the rates of the neighboring cohorts (spatiality … this paper will help researchers understand the mortality projections in the long run and improve the reserving …