Over the last few decades, there has been an enormous growth in mortality modeling as the field of mortality risk and longevity risk has attracted great attention from academic, government and private sectors. In this paper, we propose a time-varying coefficient (TVC) mortality model aiming to...

During the past twenty years, there has been a rapid growth in life expectancy and an increased attention on funding for old age. Attempts to forecast improving life expectancy have been boosted by the development of stochastic mortality modeling, for example the Cairns-Blake-Dowd (CBD) 2006...

During the past twenty years, there has been a rapid growth in life expectancy and an increased attention on funding for old age. Attempts to forecast improving life expectancy have been boosted the development of stochastic mortality modeling, for example the Cairns-Blake-Dowd (CBD) 2006 model....