for US and French mortality data. We find that the model provides a good fit of the relevant factors and, in a forecast …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 …

the age model outperforms the estimated benchmarks; i.e. two autoregressive models, an ARIMA and the 2 per cent forecast …

Mortality is different across countries, states and regions. Several empirical research works however reveal that … mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing mortality … the empirical findings, we make the study of estimating and forecasting mortality rates based on a semi …

the no-change forecast. Our key finding is that substantial reductions in the mean-squared prediction error (MSPE) of … greater reductions in MSPEs are possible by constructing a pooled forecast that assigns equal weight to five of the most …