Barrie & Hibbert

Knowledge Base » Comparison of Historic & Predicted Death Rates

Comparison of Historic & Predicted Death Rates

Document ID: 2001-754 (previously 2001/001)
Published on: 1st January 2001
Author: Craig Turnbull

In this note, we show some historical population death rates for England and Wales over the last 160 years, and look at the probability distribution for future mortality rates as implied by our stochastic mortality model.

• Model
  • 2 Factor Black Karasinski Model
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  • Exchange Rate Model
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  • Inflation Model
  • Libor Market Model
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Other categories

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