Related papers: Probabilistic Mortality Forecasting with Varying A…

Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies about life insurance and annuity pricing. Stochastic…

A robust multilevel functional data method is proposed to forecast age-specific mortality rate and life expectancy for two or more populations in developed countries with high-quality vital registration systems. It uses a robust multilevel…

\noindent The modal age at death is an increasingly used measure for understanding longevity and mortality patterns. However, existing estimation methods focus on point estimates, overlooking the inherent variability and uncertainty in…

A new stochastic method for describing mortality is proposed and explored. It is based on differences of observed times series of the transform $\log(-\log x)$ of survival probabilities which seem to follow simple patterns over the years.…

We provide forecasts for mortality rates by using two different approaches. First we employ dynamic non-linear logistic models based on Heligman-Pollard formula. Second, we assume that the dynamics of the mortality rates can be modelled…

Undoubtedly, several countries worldwide endure to experience a continuous increase in life expectancy, extending the challenges of life actuaries and demographers in forecasting mortality. Although several stochastic mortality models have…

This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two-step process, possibly…

A multilevel functional data method is adapted for forecasting age-specific mortality for two or more populations in developed countries with high-quality vital registration systems. It uses multilevel functional principal component…

In many countries life expectancy gains have been substantially higher than predicted by even recent forecasts. This is primarily due to increasing rates of improvement in old-age mortality not captured by existing models. In this paper we…

The improvement of mortality projection is a pivotal topic in the diverse branches related to insurance, demography, and public policy. Motivated by the thread of Lee-Carter related models, we propose a Bayesian model to estimate and…

This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in a…

The United Nations released official probabilistic population projections (PPP) for all countries for the first time in July 2014. These were obtained by projecting the period total fertility rate (TFR) and life expectancy at birth ($e_0$)…

Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. The crucial part of forecast accuracy improvement in using the model averaging lies in…

The determination of the shapes of mortality curves, the estimation and projection of mortality patterns over time, and the investigation of differences in mortality patterns across different small underdeveloped populations have received…

The last two centuries have seen a significant increase in life expectancy. Although past trends suggest that mortality will continue to decline in the future, uncertainty and instability about the development is greatly increased due to…

Although the analysis of human mortality has a well-established history, the attempt to accurately forecast future death-rate patterns for different age groups and time horizons still attracts active research. Such a predictive focus has…

To analyze and project age-specific mortality or morbidity rates age-period-cohort (APC) models are very popular. Bayesian approaches facilitate estimation and improve predictions by assigning smoothing priors to age, period and cohort…

There has been growing interest on forecasting mortality. In this article, we propose a novel dynamic Bayesian approach for modeling and forecasting the age-at-death distribution, focusing on a three-components mixture of a Dirac mass, a…

This work introduces a Bayesian smoothing approach for the joint graduation of mortality rates across multiple populations. In particular, dynamical linear models are used to induce smoothness across ages through structured dependence,…

Mortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing…