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Cliometrics and Actuarial Science: New Avenues for Enriching Prospective Mortality Table Construction Models

In: Mathematical and Statistical Methods for Actuarial Sciences and Finance

Author

Listed:
  • Kué Gilles Gaba

    (Université Lyon 1, Laboratoire SAF, Institut de Science Financière et d’Assurances)

  • Stéphane Loisel

    (Conservatoire National des Arts et Métiers, Laboratoire LIRSA)

  • Antoine Parent

    (Université Paris 8, Laboratoire d’Économie Dionysien)

Abstract

In a cliometric context of demographic and epidemiological transitions, we have improved the accuracy of actuarial age-specific mortality projections by develop-ing the multifactor composite PCR-optimal/PLS model. The results show that the proposed model performs well compared to conventional approaches, although variations by age bracket suggest opportunities for improvement.

Suggested Citation

  • Kué Gilles Gaba & Stéphane Loisel & Antoine Parent, 2024. "Cliometrics and Actuarial Science: New Avenues for Enriching Prospective Mortality Table Construction Models," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 179-185, Springer.
  • Handle: RePEc:spr:sprchp:978-3-031-64273-9_30
    DOI: 10.1007/978-3-031-64273-9_30
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