mortality experiences of the two populations. This suggests the important result that high levels of hedge effectiveness should …

accentuates the need to use prospective life tables as pricing and reserving tools. In the absence of mortality data specific to …

Mortality data for Algerian retirees are not available for long periods allowing a direct application of prospective … mortality models. The positioning of the experience mortality on an external reference is one of the technical solutions to … external reference and to forecast the reference mortality before to be able to project the experience mortality. In this work …

Mortality forecasting became a big challenge not only for demographers but also for actuaries. Different models were … analysis of mortality reductions schemes by age shows some inequalities related to age. Generally, the difference is well …-specific mortality rates in Algeria with considering cohort effect by comparison a set of models. …

In this paper, we address the mortality risk of individuals and adopt parsimonious time- homogeneous a±ne processes for … their mortality intensities. We calibrate the models to different generations in the UK population and investigate their … increases exponentially - which generalize the Gompertz law - seem to be appropriate descriptors of human mortality. The …

and the government bodies in the developed world. Significant and consistent improvements in mortality rates and hence … explosion of stochastic mortality models forecasting trends in mortality data in order to anticipate future life expectancy and … hence quantify the costs of providing for future ageing populations. Many stochastic models of mortality rates identify …

. This desire to better understand life expectancy has resulted in an explosion of stochastic mortality models many of which … identify linear trends in mortality rates by time. In making use of such models for forecasting purposes we rely on the … of these types of models using male and female data from 30 countries and using the theory of structural breaks to …

The area of mortality modelling has received significant attention over the last 25 years owing to the need to quantify … and forecast improving mortality rates. This need is driven primarily by the concern of governments, insurance and … longevity we need suitable model of mortality rates that capture the dynamics of the data and forecast them with sufficient …