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Advances in mortality forecasting: introduction [PDF]
Genus, 2018 Mortality forecasts are essential for predicting the future extent of population ageing, and for determining the sustainability of pension schemes and social security systems. They are also useful in setting life insurance premiums, and in helping governments plan for the changing needs of their societies for health care and other services (European ...
Fanny Janssen
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Lee–Carter Mortality Forecasting
Lithuanian Journal of Statistics, 2012 In this paper, we focus on Lee–Carter mortality forecasting. Model residuals and future mortality trendsare explored. Predictions of the force of mortality for France, Belarus and Lithuania are provided and compared. Severalmodifications of the model are
Eglė Ignatavičiūtė +2 more
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Robust Non-Parametric Mortality and Fertility Modelling and Forecasting: Gaussian Process Regression Approaches [PDF]
Forecasting, 2021 A rapid decline in mortality and fertility has become major issues in many developed countries over the past few decades. An accurate model for forecasting demographic movements is important for decision making in social welfare policies and resource ...
Ka Kin Lam, Bo Wang
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Estimating the term structure of mortality: an application to actuarial studies [PDF]
Mathematics and Modeling in Finance, 2021 Insurance companies and pension funds which deal with human lifetime are interested in mortality forecasting to minimize the longevity risk. In this paper, we studied the mortality forecasting model based on the age-specific death rates by the usage of ...
Marzieh Vahdani, Ali Safdari
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Projecting Mortality Rates Using a Markov Chain
Mathematics, 2022 We present a mortality model where future stochastic changes in population-wide mortality are driven by a finite-state hierarchical Markov chain. A baseline mortality in an initial ‘Alive’ state is calculated as the average logarithm of the observed ...
Jaap Spreeuw +2 more
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Risks, 2022 The prediction of future mortality improvements is of substantial importance for areas such as population projection, government welfare policies, pension planning and annuity pricing.
Sixian Tang, Jackie Li, Leonie Tickle
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Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model
Risks, 2022 This paper proposes a two-step LASSO based vector autoregressive (2-LVAR) model to forecast mortality rates. Within the VAR framework, recent studies have developed a spatial–temporal autoregressive (STAR) model, in which age-specific mortality rates are
Thilini Dulanjali Kularatne +2 more
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Mortality Forecasting with an Age-Coherent Sparse VAR Model
Risks, 2021 This paper proposes an age-coherent sparse Vector Autoregression mortality model, which combines the appealing features of existing VAR-based mortality models, to forecast future mortality rates.
Hong Li, Yanlin Shi
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Mathematics, 2021 Linking pensions to longevity developments at retirement age has been one of the most common policy responses of pension schemes to aging populations. The introduction of automatic stabilizers is primarily motivated by cost containment objectives, but ...
Jorge M. Bravo, Mercedes Ayuso
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FinTech, 2023 Longevity is without a doubt on the rise throughout the world due to advances in technology and health. Since 1960, Ghana’s average annual mortality improvement has been about 1.236%.
Samuel Asante Gyamerah +3 more
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