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

Author

Listed:
  • Kué Gilles Gaba

    (LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

  • Stéphane Loisel

    (LIRSA - Laboratoire interdisciplinaire de recherche en sciences de l'action - CNAM - Conservatoire National des Arts et Métiers [CNAM])

  • Antoine Parent

    (LED - Laboratoire d'Economie Dionysien - UP8 - Université Paris 8 Vincennes-Saint-Denis)

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," Post-Print hal-04955353, HAL.
    • Handle: RePEc:hal:journl:hal-04955353
    DOI: 10.1007/978-3-031-64273-9_30
    as

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