Description: This abstract describes a paper in which the Lee-Carter model is taken as a starting point for the mortality modeling of multiple populations.

Description: A discussion of the various Pension Plan Asset Valuation Methods. FromThe Pension Forum, August 2001, Volume 13, Issue No. 1.

Description: We apply grouped functional time series forecasting methods to produce point forecasts of mortality rates at older ages and price fixed-term annuities.

Description: This is a paper from the session on Mortality Modeling and Forecasting at the January 15-18, 2023, 2023 Living to 100 Symposium in Orlando, Florida.

Description: Full version of The Pension Forum, August 2001, Volume 13, Issue No. 1.

Description: This paper develops the binomial version of the Lee-Carter model and provides a comparative study of simulation strategies for assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in both period and cohort frameworks.

Description: This paper develops the binomial version of the Lee-Carter model and provides a comparative study of simulation strategies for assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in both period and cohort frameworks.

Description: Two recent SOA research projects will be discussed. The first covers analysis of the drivers of mortality that shaped trends in US mortality. The second will look at using causes of death to predict future mortality improvements

Description: This presentation explores the applicability of multiple population versions of the Lee-Carter model in the modelling of mortality by cause of death and socio-economic stratification.

Description: We apply grouped functional time series forecasting methods to produce point forecasts of mortality rates at older ages and price fixed-term annuities.