Ahmadi, Seyed Saeed; Li, Johnny Siu-Hang - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 194-221
In this paper, we propose an alternative approach for forecasting mortality for multiple populations jointly. Our contribution is developed upon the generalized linear models introduced by Renshaw et al., (1996) and Sithole et al., (2000), in which mortality forecasts are generated within the...