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utilized to estimate future mortality rates. The results on Greek mortality data indicate that credibility regression …In this paper, we propose a credible regression approach with random coefficients to model and forecast the mortality … dynamics of a given population with limited data. Age-specific mortality rates are modelled and extrapolation methods are …
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Estimation of future mortality rates still plays a central role among life insurers in pricing their products and … managing longevity risk. In the literature on mortality modeling, a wide number of stochastic models have been proposed, most … of them forecasting future mortality rates by extrapolating one or more latent factors. The abundance of proposed models …
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