Cause-of-death mortality modeling and forecasting is an important topic in demography and actuarial science, as it can provide valuable insights into the risks and factors determining future mortality rates. In this paper, we propose a novel predictive approach for cause-of-death mortality...

Longevity risk threatens the financial stability of private and government sponsored defined benefit pension systems as well as social security schemes, in an environment already characterized by persistent low interest rates and heightened financial uncertainty. The mortality experience of...

Natural hedging is one possible method to reduce longevity risk exposure for an annuity provider or a pension plan. In this paper, we provide an assessment of the effectiveness of natural hedging between annuity and life products, using the correlated Poisson Lee–Carter model, Poisson common...