Mortality improvements and life expectancies have been increasing in recent decades, leading to growing interest in … understanding mortality risk and longevity risk. Studies of mortality forecasting are of interest among actuaries and demographers … because mortality forecasting can quantify mortality and longevity risks. There is an abundance of literature on the topic of …

mortality intensity is driven by an affine jump-diffusion (AJD) process. Advantages of an AJD specification of mortality … dynamics include the availability of closed-form expressions for survival probabilities afforded by an affine mortality … specification and the ease with which we can incorporate sudden positive and negative shocks in mortality dynamics, reflecting …

continuing improvements of mortality rates. The actuarial and demographic literature has introduced a myriad of (deterministic … and stochastic) models to forecast mortality rates of single populations. This paper presents a Bayesian analysis of two … related multi-population mortality models of log-bilinear type, designed for two or more populations. Using a larger set of …

Antonio et al. (2015).The paper "Bayesian Poisson Log-Bilinear Models for Mortality Projections with Multiple Populations" to …