Beyond annual data: mortality forecasting with mixed frequency data

DOI10.1016/J.INSMATHECO.2025.103172MaRDI QIDQ6875943zbMATH OpenFDO

Authors Runze Li, Rui Zhou, David H. Pitt

Publication date 13 January 2026

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.INSMATHECO.2025.103172

zbMATH Keywords

mixed frequency samplingmortality forecastingnowcasting

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites work

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• On stochastic mortality modeling
• On the use of high frequency measures of volatility in MIDAS regressions
• Parametric mortality improvement rate modelling and projecting
• Phantoms never die: living with unreliable population data
• Securitization of catastrophe mortality risks

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