We consider forecasting from age-period-cohort models, as well as from the extended chain-ladder model. The parameters …

In this paper, we consider the identification problem arising in the age-period-cohort models, as well as in the … factors.  This parametrization is exactly identified.  It eases interpretation, estimation and forecasting.  The canonical …

of them forecasting future mortality rates by extrapolating one or more latent factors. The abundance of proposed models … shows that forecasting future mortality from historical trends is non-trivial. Following the idea proposed in Deprez et al … learning estimator is then forecasted according to the Lee-Carter framework, allowing one to obtain a higher forecasting …

of them forecasting future mortality rates by extrapolating one or more latent factors. The abundance of proposed models … shows that forecasting future mortality from historical trends is non-trivial. Following the idea proposed in Deprez et al … learning estimator is then forecasted according to the Lee-Carter framework, allowing one to obtain a higher forecasting …