A neural-network analyzer for mortality forecast

D Hainaut - ASTIN Bulletin: The Journal of the IAA, 2018 - cambridge.org
This article proposes a neural-network approach to predict and simulate human mortality
rates. This semi-parametric model is capable to detect and duplicate non-linearities …

Forecasting mortality rates with a coherent ensemble averaging approach

L Chang, Y Shi - ASTIN Bulletin: The Journal of the IAA, 2023 - cambridge.org
Modeling and forecasting of mortality rates are closely related to a wide range of actuarial
practices, such as the designing of pension schemes. To improve the forecasting accuracy …

Grouped multivariate and functional time series forecasting: An application to annuity pricing

HL Shang, S Haberman - Insurance: Mathematics and Economics, 2017 - Elsevier
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state,
ethnic group and socioeconomic status. In making social policies and pricing annuity at …

Coherent mortality forecasting with a model averaging approach: Evidence from global populations

Y Shi - North American Actuarial Journal, 2024 - Taylor & Francis
Accurate forecasts and analyses of mortality rates are essential to many economic and
finance practices, such as the designing of pension schemes. Recent studies have …

Multivariate long-memory cohort mortality models

H Yan, GW Peters, JSK Chan - ASTIN Bulletin: The Journal of the IAA, 2020 - cambridge.org
The existence of long memory in mortality data improves the understandings of features of
mortality data and provides a new approach for establishing mortality models. The findings …

Cohort effects in mortality modelling: a Bayesian state-space approach

MC Fung, GW Peters, PV Shevchenko - Annals of Actuarial Science, 2019 - cambridge.org
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 …

Mortality models incorporating long memory for life table estimation: a comprehensive analysis

H Yan, GW Peters, J Chan - Annals of Actuarial Science, 2021 - cambridge.org
Mortality projection and forecasting of life expectancy are two important aspects of the study
of demography and life insurance modelling. We demonstrate in this work the existence of …

Forecasting mortality rates with the penalized exponential smoothing state space model

Y Shi - Journal of the Operational Research Society, 2022 - Taylor & Francis
It is well known that accurate forecasts of mortality rates are essential to various
demographic research like population projection, and the pricing of insurance products such …

[PDF][PDF] Coherent mortality model in a state-space approach

SRM Nor, F Yusof, SM Norrulashikin - Sains Malaysiana, 2021 - journalarticle.ukm.my
Mortality improvements that have recently become apparent in most developing countries
have significantly shaped queries on forecast divergent between populations in recent …

Modeling and Forecasting Time-Dependent Mortality Rate in Tanzania

S Suleiman, K Lundengård, J Andongwisye… - arXiv preprint arXiv …, 2023 - arxiv.org
The increasing life expectancy enhances the importance of mortality forecasting. Most
developing nations, including Tanzania, forecast mortality rates using static life tables …