GP models for mortality also suggest several novel statistical challenges. Mean function modeling
which is typically not an important component of GP models in other contexts, is critical for actuaries when projecting out-of-sample. Also, constrained GP models that structurally enforce the age-shape of mortality
could be promising in creating better future forecasts. A dierent challenge consists in creating meaningful
backtesting analyses which would test not just predictive accuracy of m, but also the quality of the
generated credibility intervals (both for mortality rates and mortality improvements), and the assumption
of Age- and Year-stationary covariance structure. On that point, it would be worthwhile to investigate
data from other countries to infer commonalities in mortality correlations