We present a new way to model age-specific demographic variables with the example of age-specific mortality in the U … jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a similar … forecasts for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …

We present a new way to model age-specific demographic variables, using the example of age-specific mortality in the … their dynamics jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a … for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …

China has experienced large improvements in mortality rates, but there remain substantial variations at the provincial … level. This paper develops new models to project mortality at both the national and provincial levels in China. We propose … comprehensive database containing mortality data for 31 provinces over the period 1982–2010. The baseline two-level model with a …

Multi-population mortality forecasting has become an increasingly important area in actuarial science and demography …, as a means to avoid long-run divergence in mortality projection. This paper aims to establish a unified state …-space Bayesian framework to model, estimate and forecast mortality rates in a multi-population context. In this regard, we …

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions … of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under … the generalised linear modelling framework. In this paper we approach the problem of mortality modelling with cohort …

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions … of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under … the generalised linear modelling framework. In this paper we approach the problem of mortality modelling with cohort …

We apply a Markov-switching Bayesian vector autoregression (MSBVAR) model to mortality forecasting. MSBVAR has not … previously been applied in this context, and our results show that it is a promising tool for mortality forecasting. Our model … helps to capture transitory changes in mortality and provides insightful quantitative information about mortality dynamics …

The Lee-Carter model has become a benchmark in stochastic mortality modeling. However, its forecasting performance can … architecture for mortality rate forecasting, empirically compare this model as well as other neural network models to the Lee …-Carter model and find that lower forecast errors are achievable for many countries in the Human Mortality Database. We provide …