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Mortality modelling. Model specification and mortality forecast accuracy

Marcin Bartkowiak
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Marcin Bartkowiak: Uniwersytet Ekonomiczny w Poznaniu, Wydział Informatyki i Gospodarki Elektronicznej, Katedra Matematyki Stosowanej

Collegium of Economic Analysis Annals, 2018, issue 51, 13-36

Abstract: There has recently been a huge increase in the use of models which examine the structure of mortality rates across the dimensions of age, period and cohort. The goal of the article is to analyze the impact of mortality model specifications on its forecasting properties.

Keywords: stochastic mortality models; forecasting mortality (search for similar items in EconPapers)
Date: 2018
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Handle: RePEc:sgh:annals:i:51:y:2018:p:13-36