drivers. Firstly, the ability to accurately forecast expected mortality rates by age group for a given population in order to … between mortality events and interest rate fluctuations.In this work we tackle all three aspects of these challenging problems …-Carter models in constructing forecasts for mortality and subsequent life expectancy by age and gender. This is achieved by …

robust multipopulation mortality models, and on the risk management front we need to develop a better understanding of what …

affine dynamic Nelson-Siegel model. A multi-cohort aggregate, or systematic, continuous time affine mortality model is used … where each risk factor is assigned a market price of mortality risk. To calibrate the market price of longevity risk, a … standard options on zero coupon bonds. The impact of uncertain mortality on long term option prices is quantified and discussed …