drivers. Firstly, the ability to accurately forecast expected mortality rates by age group for a given population in order to … between mortality events and interest rate fluctuations.In this work we tackle all three aspects of these challenging problems …-Carter models in constructing forecasts for mortality and subsequent life expectancy by age and gender. This is achieved by …

Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable … should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models …-in terms, that is, of their goodness-of-fit and prediction accuracy-is often based on the logarithmic scale of the mortality …

We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death … causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov chain …

robust multipopulation mortality models, and on the risk management front we need to develop a better understanding of what …