Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy D. - 2008
it to evaluate the forecasting
performance of six different stochastic mortality models applied to English & Welsh
male … model, however, shows
considerable forecast instability.
Key words: backtesting, forecasting performance, mortality … can be used to evaluate the ex-post forecasting performance of a
mortality model.
1
The model omitted from this …