be used to obtain a parsimonious and coherent predictive model for mortality forecasting. We analyze how COVID-19-type …Predicting the evolution of mortality rates plays a central role for life insurance and pension funds. Standard single … decomposition of the mortality surface into a polynomial basis. Then, we show how regularization techniques and cross-validation can …

In this study we develop a multi-factor extension of the family of Lee-Carter stochastic mortality models. We build … features that can be used as additional factors to improve model fit and forecasting accuracy. We develop a dimension reduction …) introduce a class of multi-factor stochastic mortality models incorporating time, period, cohort and demographic features, which …