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 …

This paper evaluates the out-of-sample performance of two stochastic models used to forecast age specific mortality … are used to compare observed ex-post mortality rates to the forecasts generated by the models. Several functions of the … individual age-specific mortality rates are also entertained, including life expectancy at birth (e0), as well as alternative …

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 …

We introduce four variants of the common age effect model proposed by Kleinow, which describes the mortality rates of … allow some insights in the historical mortality dynamics of the populations. Numerical results and graphical illustrations …