A critique of fractional age assumptions.

DOI10.1016/S0167-6687(02)00104-XzbMath1033.62103OpenAlexW2010800461MaRDI QIDQ1413322

John A. Mereu, Bruce L. Jones

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00104-x

zbMATH Keywords

Actuarial present valuesFractional age assumptionsMortality tables

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

Related Items (14)

Fractional Age Assumption Based on Cubic Polynomial Interpolation ⋮ Shortcuts for the construction of sub-annual life tables ⋮ On survival assumptions between integer ages in the theory of competing risks ⋮ Seasonal mortality for fractional ages in short term life insurance ⋮ Comparison and bounds for functionals of future lifetimes consistent with life tables ⋮ Properties of the power family of fractional age approximations. ⋮ Analysis of heterogeneous endowment policies portfolios under fractional approximations. ⋮ Construction of multiple decrement tables under generalized fractional age assumptions ⋮ “Comparison of Future Lifetime Distribution and Its Approximations,” Esther Frostig, April 2002 ⋮ A new R package for actuarial survival models ⋮ Actuarial applications of the linear hazard transform in life contingencies ⋮ Quadratic fractional age assumption revisited ⋮ A tilting algorithm for the estimation of fractional age survival probabilities ⋮ Estimation of actuarial quantities at fractional ages with Kriging

Cites Work

• Statistical Independence and Fractional Age Assumptions
• A family of fractional age assumptions
• Unnamed Item

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