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Resampling Methods to Assess the Forecasting Ability of Mortality Models

In: Mathematical and Statistical Methods for Actuarial Sciences and Finance

Author

Listed:
  • David Atance

    (University of Alcala)

  • Ana Debón

    (Universitat Politècnica de València)

  • Eliseo Navarro

    (University of Alcala)

Abstract

Given the number of mortality models that have been considered in the literature, it is difficult to choose one model to forecast the probabilities of deaths. In this paper, we use the resampling methods to meet the mortality model that has a better forecasting ability. These techniques are a statistical tool that allows assessing the predictive performance of different models and which have not been used to compare mortality models. We employ four resampling methods that test the forecasting ability of three variations of the original Lee-Carter model in several European countries. The aim of this paper to compare different mortality models in terms of forecasting ability in the population studied by applying the resampling methods.

Suggested Citation

  • David Atance & Ana Debón & Eliseo Navarro, 2021. "Resampling Methods to Assess the Forecasting Ability of Mortality Models," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 45-50, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-78965-7_8
    DOI: 10.1007/978-3-030-78965-7_8
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