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Life anuities with stochastic survival probabilities: A review - MaRDI portal

Life anuities with stochastic survival probabilities: A review (Q835685)

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scientific article; zbMATH DE number 5600071

Language	Label	Description	Also known as
English	Life anuities with stochastic survival probabilities: A review	scientific article; zbMATH DE number 5600071

Statements

scholarly article

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Life anuities with stochastic survival probabilities: A review (English)

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Methodology and Computing in Applied Probability

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publication date

31 August 2009

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MaRDI profile type

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full work available at URL

https://doi.org/10.1007/s11009-008-9076-4

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Stochastic mortality under measure changes

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Bootstrapping the Poisson log-bilinear model for mortality forecasting

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A Poisson log-bilinear regression approach to the construction of projected lifetables.

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A connection between supermodular ordering and positive/negative association.

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Bayesian Poisson log-bilinear mortality projections

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Negative binomial version of the Lee–Carter model for mortality forecasting

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Distribution of the random future life expectancies in log-bilinear mortality projection models

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Comonotonic approximations to quantiles of life annuity conditional expected present value

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Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection

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Heterogeneity and the need for capital in the individual model

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Association and heterogeneity of insured lifetimes in the Lee–Carter framework

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Closing and projecting life tables using log-linear models

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The concept of comonotonicity in actuarial science and finance: theory.

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The concept of comonotonicity in actuarial science and finance: applications.

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Association of Random Variables, with Applications

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Monotonicity results for portfolios with heterogeneous claims arrival processes

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Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios

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Robust forecasting of mortality and fertility rates: a functional data approach

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On a probability bound of Marshall and Olkin

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The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

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Generalized binomial distributions

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Inequalities: theory of majorization and its applications

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Survival models in a dynamic context: a survey

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Lee-Carter mortality forecasting with age-specific enhancement.

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A cohort-based extension to the Lee-Carter model for mortality reduction factors

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Positive dependence properties of conditionally independent random lifetimes

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An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data

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The multivariate normal distribution

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Insurance pricing and increased limits ratemaking by proportional hazards transforms

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Projecting Mortality Trends

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S11009-008-9076-4

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Sitelinks

Mathematics(1 entry)

mardi Publication:835685

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