Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions … of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under … the generalised linear modelling framework. In this paper we approach the problem of mortality modelling with cohort …

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions … of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under … the generalised linear modelling framework. In this paper we approach the problem of mortality modelling with cohort …

We present a new way to model age-specific demographic variables with the example of age-specific mortality in the U … jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a similar … forecasts for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …

We present a new way to model age-specific demographic variables, using the example of age-specific mortality in the … their dynamics jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a … for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …

We present a new way to model age-specific demographic variables with the example of age-specific mortality in the U … jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a similar … forecasts for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …

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 …

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 …

Future evolution of mortality poses important challenges for life insurance, pension funds, public policy and fiscal … females mortality data and implementing the backtesting procedure, over both a static time horizon and fixed-length windows …