This paper evaluates the out-of-sample performance of two stochastic models used to forecast age specific mortality … are used to compare observed ex-post mortality rates to the forecasts generated by the models. Several functions of the … individual age-specific mortality rates are also entertained, including life expectancy at birth (e0), as well as alternative …

The prototypical Lee-Carter mortality model is characterized by a single common time factor that loads differently … across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple … factors: a factor common for all age groups, factors for infant and adult mortality, and a factor for the “accident hump” that …

Theoretical studies suggest that unexpected changes in future mortality and survival probabilities (stochastic … mortality) are important determinants of individuals’ decisions about consumption, saving, asset allocation, and retirement … (SHARE) and corresponding life table data from the Human Mortality Database (HMD), we find evidence of respondents’ awareness …

of Health, Ageing and Retirement in Europe (SHARE) with life table data from the Human Mortality Database …

matching data on longevity risk from the Human Mortality Database. We find a positive relationship between the forecast …

between the two population groups in infant and child mortality rates. This early study suggests that the distribution of life …

We propose a dynamic production function of population health and mortality from birth onwards. Our parsimonious model … provides an excellent fit for the mortality and survival curves for both primate and human populations since 1816. The model … mortality gradients across socio-economic statuses, (ii) non-monotonic dynamic effects of in-utero shocks, (iii) persistent or …

COVID-19 causes extremely high mortality among the old. This motivates a comparison of the losses of future lifetime …'s excess mortality profile were scaled up three-fold and then came to pass in Kenya, the aggregate loss of future lifetime …

Western European and English-speaking (WE&ES) countries suggested that smoking-related mortality at ages 50+ was largely … particularly high excess male mortality at young and middle ages that couldn`t be fully attributed to the smoking-related causes …. We use the Human Mortality Database to examine the patterns and time trends in male/female differences in LE across 41 …