One of the main challenges for life actuaries is modeling and predicting the future mortality evolution. To this end …, several stochastic mortality models have been proposed in literature, starting from the pivotal approach of the Lee …-Carter model. These models essentially use the ARIMA processes to forecast the future mortality trends. Recently, some research …

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 …