The time-series nature of mortality rates lends itself to processing through neural networks that are specialized to deal with sequential data, such as recurrent and convolutional networks. Although appealing intuitively, a naive implementation of these networks does not lead to enhanced...

The study of mortality improvements in South Africa has been complicated by data limitations: from a population perspective, the data are incomplete and misreported whereas pooled data collected from insurance companies for industry studies often span short time periods and exhibit significant...

We remedy the lack of quantified mortality improvement information for South Africa by deriving forecasts of the mortality trend based on the South African experience for the years 1996-2011 using the Lee-Carter (1985) and Cairns-Blake-Dowd (2006) models. We utilize a public health perspective...

Recently, accurate forecasting of mortality rates with deep learning models has been investigated in several papers in the actuarial literature. Most of the models proposed to date are not explainable, making it difficult to communicate the basis on which mortality forecasts have been made. We...