Common Mortality Trend Model and Mortality Prediction

Author: Liqun Diao, Yechao Meng, Chengguo Weng, Tony Wirjanto

Publication date: 08-12-2021

Version: Current

Language available: Bilingual

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In the paper, we propose a framework to allow populations at disparate mortality development stages to be contemporaneously taken into account through a bivariate-population mortality system with an underlying process of common mortality trend (CMT).

Categories: Research

Topics: Life insurance

Pages: 35

Format: PDF

Accession no.: rp221138