Forecasted mortality rates using mortality models proposed in the recent literature are sensitive to the sample size. In this paper we propose a method based on Bayesian learning to determine model-specific posterior distributions of the sample sizes. In particular, the sample size is included...

This paper proposes a multi-population approach to forecasting mortality rates for the less developed countries in a coherent way. The majority of these countries have witnessed faster mortality declines among the young and the working age population, whereas in developed countries, the...

This paper proposes an age-coherent sparse Vector Autoregression mortality model, which combines the appealing features of existing VAR-based mortality models, to forecast future mortality rates. In particular, the proposed model utilizes a data-driven method to determine the autoregressive...

This paper proposes a coherent multi-population approach to mortality forecasting for less developed countries. The majority of these countries have witnessed faster mortality declines among the young and the working age populations during the past few decades, whereas in the more developed...