This paper introduces a probabilistic framework for the joint survivorship of couples in the context of dynamic stochastic mortality models. The new framework gives an intuitive and flexible pairwise cohort-based probabilistic mechanism that can accommodate both deterministic and stochastic...

Within the field of spatial analysis, filtering has emerged as a powerful modeling technique to retrieve systematic patterns of geographical variation. In this work, spatial filtering is introduced in the context of modeling mortality for the first time in actuarial literature....

The majority of work in mortality modeling involves factor-based approaches, with little use of information on the determinants and interpretable risk factors of mortality. At the same time, in the demographic community, there has been a lack of research attention towards the study of mortality...