Life expectancy has been increasing sharply around the globe since the second half of the 20th century. Mortality modeling and forecasting have therefore attracted increasing …
The analysis of causal mortality provides rich insight into changes in mortality trends that are hidden in population-level data. Therefore, we develop and apply a multinomial logistic …
S Gaille, M Sherris - The Geneva Papers on Risk and Insurance-Issues …, 2011 - Springer
Modelling mortality and longevity risk is critical to assessing risk for insurers issuing longevity risk products. It has challenged practitioners and academics alike because of first …
All-cause mortality is driven by various types of cause-specific mortality. Projecting all-cause mortality based on cause-of-death mortality allows one to understand the drivers of the …
S Arnold, M Sherris - North American Actuarial Journal, 2013 - Taylor & Francis
Longevity risk is among the most important factors to consider for pricing and risk management of longevity products. Past improvements in mortality over many years, and the …
S Arnold, M Sherris - North American Actuarial Journal, 2015 - Taylor & Francis
Over the last century, the assumption usually made was that causes of death are independent, although it is well-known that dependancies exist. Recent developments in …
This paper applies cointegration techniques, developed in econometrics to model long-run relationships, to cause-of-death data. We analyze the five main causes of death across five …
M Di Cesare, M Murphy - British Actuarial Journal, 2009 - cambridge.org
Most of the methods of mortality forecasting have been assessed using performance on overall mortality, and few studies address the issue of identifying the appropriate forecasting …
S Gaille - European Actuarial Journal, 2012 - Springer
Techniques used in practice often differ from tools developed in academia. The lack of communication that may exist between academia and practice can then have important …