Estimation of future mortality rates still plays a central role among life insurers in pricing their products and … managing longevity risk. In the literature on mortality modeling, a wide number of stochastic models have been proposed, most … of them forecasting future mortality rates by extrapolating one or more latent factors. The abundance of proposed models …

future mortality rates. It can be argued that there are two types of mortality models using this approach. The first extracts …-parametric smoothing techniques to model mortality and thus has no explicit constraints placed on the model. We argue that from a … using Great Britain male mortality data from 1950–2016. We also conduct a robustness test to see how sensitive the forecasts …

Accurate future mortality forecasts are of fundamental importance as they ensure adequate pricing of mortality … projecting future mortality rates (see for example Clayton and Schifflers, 1987; Lee and Carter, 1992). There are generally two … types of mortality models using the extrapolative approach. The first extracts patterns in age, time and cohort dimensions …

mortality forecast accuracy by 13% - 49% and 19% - 90% for females over individual mortality models. The stacked regression …There are many alternative approaches to selecting mortality models and forecasting mortality. The standard practice is … forecasts are used in mortality model selection, and model combination methods such as Bayesian Model Averaging and Model …

the numerical illustrations it is seen that even in situations where mortality rates are essentially log-linear as a …

This study proposed a deep neural network (DNN) model for the mortality rates of multiple populations, comprising the … long short-term memory (LSTM) and convolutional neural network (CNN) models. As mortality trends are reflected for a long … period and summarizing the complicated dependency of mortality rates across countries or regions using a linear model is …