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**On the forecasting of mortality reduction factors.**
*(English)*
Zbl 1025.62041

Summary: Ways in which the so-called Lee-Carter time series approach to forecasting mortality patterns can be modified to forecast the possible future behaviour of mortality reduction factors (RFs) are described. A comparison is drawn with an alternative regression type approach to the forecasting of mortality RFs, based on the same model structure. Case studies, illustrating different aspects of the methodology, making use of both the more recent mortality experience of UK male pensioner lives and the historical mortality experience of UK male annuitants, are presented.

### MSC:

62P05 | Applications of statistics to actuarial sciences and financial mathematics |

62M20 | Inference from stochastic processes and prediction |

91D20 | Mathematical geography and demography |

### Software:

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\textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 32, No. 3, 379--401 (2003; Zbl 1025.62041)

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### References:

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This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.