Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions … of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under … the generalised linear modelling framework. In this paper we approach the problem of mortality modelling with cohort …

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions … of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under … the generalised linear modelling framework. In this paper we approach the problem of mortality modelling with cohort …

We present a new way to model age-specific demographic variables with the example of age-specific mortality in the U … jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a similar … forecasts for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …

We present a new way to model age-specific demographic variables, using the example of age-specific mortality in the … their dynamics jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a … for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …

Multi-population mortality forecasting has become an increasingly important area in actuarial science and demography …, as a means to avoid long-run divergence in mortality projection. This paper aims to establish a unified state …-space Bayesian framework to model, estimate and forecast mortality rates in a multi-population context. In this regard, we …

China has experienced large improvements in mortality rates, but there remain substantial variations at the provincial … level. This paper develops new models to project mortality at both the national and provincial levels in China. We propose … comprehensive database containing mortality data for 31 provinces over the period 1982–2010. The baseline two-level model with a …

We present a new way to model age-specific demographic variables with the example of age-specific mortality in the U … jointly with the latent variables underlying mortality of all age classes. In contrast to previous models, a similar … forecasts for particular age classes. A structural analysis of the relationship between age-specific mortality and covariates is …

mortality rates with a generalization of the Lee-Carter model including cohorts. Bayesian parameter shrinkage has some practical …

software. This can be used for any type of actuarial linear modeling, but it is slightly more complicated for mortality and …

We propose new neighbouring prediction models for mortality forecasting. For each mortality rate at age x in year t …, denoted as mx,t, we construct images of neighbourhood mortality data around mx,t, i.e., ℇmx,t (x1, x2, s), which includes … mortality information for ages in [x − x1, x + x2], lagging k years (1 ≤ k ≤ s). Combined with the deep learning model …