Estimating the term structure of mortality: an application to actuarial studies

Marzieh Vahdani; Ali Safdari

Volume 1, Issue 2 , December 2021, , Pages 15-26

https://doi.org/10.22054/jmmf.2021.13837

Abstract
  Insurance companies and pension funds which deal with human lifetime are interested in mortality forecasting to minimize the longevity risk. In this paper, we studied the mortality forecasting model based on the age-specific death rates by the usage of the state-space framework and Kalman filtering technique. ...  Read More