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 …

This paper presents evidence on how mortality in Denmark is related to different socio-economic indicators. By use of … unique and extensive sample of the Danish population, we examine how mortality is related to factors such as education … the cause-specific mortality rates. Particularly, we find that the often found inverse correlation between socio …

Mortality is different across countries, states and regions. Several empirical research works however reveal that … mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing mortality … the empirical findings, we make the study of estimating and forecasting mortality rates based on a semi …

Multi-population mortality forecasting has become an increasingly important area in actuarial science and demography …, as a means to avoid long-run divergence in mortality projection. This paper aims to establish a unified state …-space Bayesian framework to model, estimate and forecast mortality rates in a multi-population context. In this regard, we …