research
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06/25/2020
Retiree mortality forecasting: A partial age-range or a full age-range model?
An essential input of annuity pricing is the future retiree mortality. F...
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01/10/2020
Forecasting multiple functional time series in a group structure: an application to mortality
When modeling sub-national mortality rates, we should consider three fea...
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08/05/2019
Forecasting age distribution of death counts: An application to annuity pricing
We consider a compositional data analysis approach to forecasting the ag...
research
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09/28/2018