Cliometrics and Actuarial Science: New Avenues for Enriching Prospective Mortality Table Construction Models

Kué Gilles Gaba (), Stéphane Loisel and Antoine Parent
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Kué Gilles Gaba: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Stéphane Loisel: LIRSA - Laboratoire interdisciplinaire de recherche en sciences de l'action - CNAM - Conservatoire National des Arts et Métiers [CNAM]

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Abstract: In a cliometric context of demographic and epidemiological transitions, we have improved the accuracy of actuarial age-specific mortality projections by develop-ing the multifactor composite PCR-optimal/PLS model. The results show that the proposed model performs well compared to conventional approaches, although variations by age bracket suggest opportunities for improvement.

Keywords: Prospective mortality table; Actuarial mortality forecasting; Multifactorial composite PCR-optimal/PLS model; Cliometrics (search for similar items in EconPapers)
Date: 2024-08-02
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Published in Springer Proceedings in Mathematics & Statistics, 2024, Mathematical and Statistical Methods for Actuarial Sciences and Finance, pp.179-185. ⟨10.1007/978-3-031-64273-9_30⟩

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Working Paper: Cliometrics and Actuarial Science: New avenues for enriching prospective mortality table construction models (2024)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04955353

DOI: 10.1007/978-3-031-64273-9_30

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