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stat.AP2025
Mortality Modeling and Forecasting with the Actuaries Climate Index
Karim Barigou, Melanie Patten, Kenneth Q. Zhou
Climate change poses increasing challenges for mortality modeling and underscores the need to integrate climate-related variables into mortality forecasting. This study introduces…
q-fin.RM2025
Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions
Kenneth Q. Zhou, Hongjuan Zhou
Recent studies have identified long-range dependence as a key feature in the dynamics of both mortality and interest rates. Building on this insight, we develop a novel bi-variate…