Pesquisa de referências

Mortality forecasting in geographical space and time

Szentkereszti, Gábor
Mortality forecasting in geographical space and time / Gábor Szentkereszti and Péter Vékás
Sumario: The article analyses advanced methodologies for mortality forecasting by incorporating spatial and temporal dependencies across populations. Classical LeeCarter and LiLee models are extended through dynamic panel econometric techniques and spatio-temporal models. The study compares different forecasting methods applied to mortality data from 22 European countries. Both point estimate accuracy and the quality of prediction intervals are evaluated. The results show significant improvements in longevity risk modelling for actuarial and demographic applications
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 20/04/2026 Volumen 56 Número 2 - abril 2026 , 22 p.
1. Tablas de mortalidad . 2. Modelos actuariales . 3. Modelo Lee-Carter . 4. Seguros de vida riesgo . 5. Pensiones . I. Vékás, Péter . II. International Actuarial Association . III. Título.