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North American Actuarial Journal Volume 14, 2010 - Issue 3
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Original Articles

Backtesting Stochastic Mortality Models

An Ex Post Evaluation of Multiperiod-Ahead Density Forecasts

Kevin Dowd PhD Pensions Institute, Cass Business School, 106 Bunhill Row, London, EC1Y 8TZ, United Kingdom
,
Andrew J. G. Cairns PhD Maxwell Institute for Mathematical Sciences, and Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, EH14 4AS, United Kingdom
,
David Blake PhD Pensions Institute, Cass Business School, 106 Bunhill Row, London, EC1Y 8TZ, United Kingdom
,
Guy D. Coughlan PhD Pension Advisory Group, JPMorgan Chase Bank, 125 London Wall, London EC2Y 5AJ, United Kingdom
,
David Epstein PhD Pension Advisory Group, JPMorgan Chase Bank, 125 London Wall, London EC2Y 5AJ, United Kingdom
&
Marwa Khalaf-Allah PhD Pension Advisory Group, JPMorgan Chase Bank, 125 London Wall, London EC2Y 5AJ, United Kingdom
Pages 281-298 | Published online: 27 Dec 2012

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