Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

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 …

In this paper we mirror the framework of generalized (non-) linear models to define the family
of generalized age-period-cohort stochastic mortality models which encompasses the vast …

The time-series nature of mortality rates lends itself to processing through neural networks
that are specialized to deal with sequential data, such as recurrent and convolutional …

The book's content is focused on rigorous and advanced quantitative methods for the pricing
and hedging of counterparty credit and funding risk. The new general theory that is required …

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 …

Mortality improvements, uncertainty in future mortality trends and the relevant impact on life
annuities and pension plans constitute important topics in the field of actuarial mathematics …

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 the first part of the paper, we consider the wide range of extrapolative stochastic mortality
models that have been proposed over the last 15–20 years. A number of models that we …

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 …