The introduction of the Lee–Carter (LC) method marked a breakthrough in mortality
forecasting, providing a simple yet powerful data-driven stochastic approach. The method …

The huge economic significance of longevity risk for corporations, governments, and
individuals has begun to be recognized and quantified. By virtue of its size and prevalence …

We compare quantitatively eight stochastic models explaining improvements in mortality
rates in England and Wales and in the United States. On the basis of the Bayes Information …

In the last decennium a vast literature on stochastic mortality models has been developed.
All well-known models have nice features but also disadvantages. In this paper a stochastic …

This paper develops a framework for develo** forecasts of future mortality rates. We
discuss the suitability of six stochastic mortality models for forecasting future mortality and …

In examining basis risk in index longevity hedges, it is important not to ignore the
dependence between the population underlying the hedging instrument and the population …

This paper introduces a new framework for modelling the joint development over time of
mortality rates in a pair of related populations with the primary aim of producing consistent …

Multilateral organizations are taking attention toward foreign divestment; they are in practice
to shift toward a large number of host countries from their home countries. In this paper, the …

Understanding the systematic relationship between period and cohort life expectancy and
how the relationship evolves over time are critical issues in formulating the design of …

This article proposes a neural-network approach to predict and simulate human mortality
rates. This semi-parametric model is capable to detect and duplicate non-linearities …