In our research project with Hochschule Koblenz sponsored by the Canadian Institute of Actuaries Dr. Martina Brück, Dr. Claus Neidhardt and Kai Kaufhold developed a general framework for deriving assumptions about future mortality trends:
- Objective model selection criteria
- Stochastic mortality forecast results reconciled to deterministic projections
- Quantify forecast uncertainty and estimation error
A brief summary of the research is available …
… as well as a podcast.
