Comparison and bounds for functionals of future lifetimes consistent with life tables

DOI10.1016/j.insmatheco.2011.11.009zbMath1235.91079OpenAlexW2080415469MaRDI QIDQ2427828

Christiane Barz, Alfred Müller

Publication date: 18 April 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.11.009

zbMATH Keywords

boundsstochastic orderfractional age assumptionsincreasing mortality rate

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Fractional Age Assumption Based on Cubic Polynomial Interpolation ⋮ Valuing guaranteed equity-linked contracts by Laguerre series expansion ⋮ Estimation of actuarial quantities at fractional ages with Kriging

Cites Work

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• Statistical Independence and Fractional Age Assumptions
• Bounds for Actuarial Present Values Under the Fractional Independence Assumption
• A family of fractional age assumptions