We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality … projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee … mortality model, which has become a standard for projecting mortality in Belgium and the Netherlands. We calibrate this …

-linearity, and multiple seasonality or time-varying correlations. Our study indicates that the joint dual long-memory process can … conditional volatility and strongly support the estimation of dynamic returns that allow for time-varying correlations. A …

last decades. We claim that this needs to be addressed explicitly in many mortality modeling applications, for example in … the life insurance industry. To support this position, we provide a descriptive analysis of the mortality development of … impact a mortality jump has on the parameters, forecasts and implied present values of the popular Lee-Carter mortality model …