estimated using Markov Chain Monte Carlo (MCMC). The issue of model comparison is thoroughly addressed. Besides the deviance …

We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death … causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov chain … Monte Carlo (MCMC) is used for parameter estimation. We then link our proposed model to an extended version of the credit …

Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable … should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models …-in terms, that is, of their goodness-of-fit and prediction accuracy-is often based on the logarithmic scale of the mortality …

introduction of major innovations in the modeling of mortality for actuarial applications; such innovations concern, in particular …The mortality dynamics experienced in the latest decades, especially at adult and old ages, has motivated the …, the representation of the uncertainty relating to aggregate mortality.In this paper, we first provide a description of the …