This thesis brings together work carried out over the period 2008-2012 in the area of mortality modelling. We look at … various aspects of the modelling of mortality and introduce several new models including, the O’Hare and Li (2012) model in … weakness of extrapolative mortality models to account for structural breaks in the underlying data. In particular we note that …

Human mortality has been improving faster than expected over the past few decades. This unprecedented improvement has … been observed in historical mortality data. In this paper, we investigate the applicability of four nonlinear time … conditional heteroskedasticity model for mortality data. By analyzing the mortality data from England and Wales and Italy spanning …