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From: Identifying Structural Breaks in Stochastic Mortality Models

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1 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Plots of the κt factor for the (a) Lee–Carter model, (b) CBD model, (c) Plat model, and (d) O’Hare and Li model for United States, United Kingdom, Australia, and The Netherlands

2 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Cumulative sum of residuals test for the Lee–Carter model for (from top-left clockwise) United States, United Kingdom, The Netherlands, and Australia with boundaries

3 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Cumulative sum of residuals test for the CBD model for (from top-left clockwise) United States, United Kingdom, The Netherlands, and Australia with boundaries

4 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Cumulative sum of residuals test for the Plat model for (from top-left clockwise) United States, United Kingdom, The Netherlands, and Australia with boundaries

5 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Cumulative sum of residuals test for the O’Hare and Li model for (from top-left clockwise) United States, United Kingdom, The Netherlands, and Australia with boundaries

6 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Test of the structural break for the Lee–Carter model for (from top-left clockwise) United States, United Kingdom, The Netherlands, and Australia

7 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Test of the structural break for the CBD model for (from top-left clockwise) United States, United Kingdom, The Netherlands, and Australia

8 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Test of the structural break for the Plat model for (from top-left clockwise) United States, United Kingdom, The Netherlands, and Australia

9 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Test of the structural break for the O’Hare and Li model for (from top-left clockwise) United States, United Kingdom, The Netherlands, and Australia

10 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Forecasts of mortality rates for a 20 year-old for the Lee–Carter model with and without allowance for the structural break for (from top-left clockwise) Australia, United Kingdom, United States, and The Netherlands

11 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Forecasts of mortality rates for a 40 year-old for the Lee–Carter model with and without allowance for the structural break for (from top-left clockwise) Australia, United Kingdom, United States, and The Netherlands

12 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Forecasts of mortality rates for a 60 year-old for the Lee–Carter model with and without allowance for the structural break for (from top left clockwise) Australia, United Kingdom, United States, and The Netherlands

13 From: Identifying Structural Breaks in Stochastic Mortality Models
Date of download: 10/1/2017 Copyright © ASME. All rights reserved. From: Identifying Structural Breaks in Stochastic Mortality Models ASME J. Risk Uncertainty Part B. 2015;1(2): doi: / Figure Legend: Forecasts of mortality rates for an 80 year-old for the Lee–Carter model with and without allowance for the structural break for (from top-left clockwise) Australia, United Kingdom, United States, and The Netherlands


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