The impact of the determinants of mortality on life insurance and annuities

DOI10.1016/J.INSMATHECO.2005.08.007zbMath1159.91409OpenAlexW2025730037MaRDI QIDQ2492173

Bruce L. Jones, Hyuk-Sung Kwon

Publication date: 9 June 2006

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.08.007

zbMATH Keywords

Markov chainmortalitylife insurancegeneralized linear modelrisk classificationannuitiesrisk factors

Mathematics Subject Classification ID

Related Items (8)

Multi-state models for evaluating conversion options in life insurance ⋮ Risk classification in life and health insurance: extension to continuous covariates ⋮ MULTI-STATE MODELLING OF CUSTOMER CHURN ⋮ Logistic Regression for Insured Mortality Experience Studies ⋮ Measuring mortality heterogeneity with multi-state models and interval-censored data ⋮ Optimal Risk Classification with an Application to Substandard Annuities ⋮ The determinants of mortality heterogeneity and implications for pricing annuities ⋮ Applications of a multi-state risk factor/mortality model in life insurance

Cites Work

• Unnamed Item
• Applying Generalized Linear Models
• Factors Affecting Retirement Mortality
• A Model for Coronary Heart Disease and Stroke with Applications to Critical Illness Insurance Underwriting I: The Model
• A Model for Coronary Heart Disease and Stroke with Applications to Critical Illness Insurance Underwriting II: Applications

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