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The maximum entropy mortality model: forecasting mortality using statistical moments

Pascariu, Marius; Lenart, Adam; Canudas Romo, Vladimir

Description

The age-at-death distribution is a representation of the mortality experience in a population. Although it proves to be highly informative, it is often neglected when it comes to the practice of past or future mortality assessment. We propose an innovative method to mortality modeling and forecasting by making use of the location and shape measures of a density function, i.e. statistical moments. Time series methods for extrapolating a limited number of moments are used and then the...[Show more]

CollectionsANU Research Publications
Date published: 2019
Type: Journal article
URI: http://hdl.handle.net/1885/186114
Source: Scandinavian Actuarial Journal
DOI: 10.1080/03461238.2019.1596974
Access Rights: Open Access

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