Application of Frailty-Based Mortality Models Using Generalized Linear Models

DOI10.2143/AST.34.1.504961zbMath1058.62093OpenAlexW4233132536MaRDI QIDQ4661703

Steven Haberman, Zoltan Butt

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.34.1.504961

zbMATH Keywords

frailtyPerks modelgeneralized linear modellingGompertz-Makeham functionmortality rates graduation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

Related Items (8)

Graduation of term assurance data using frailty approach ⋮ Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull ⋮ A note on the connection between some classical mortality laws and proportional frailty ⋮ Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality ⋮ Pricing Funeral (Burial) Insurance in a Microinsurance World with Emphasis on Africa ⋮ Mortality, longevity and experiments with the Lee-Carter model ⋮ Heterogeneity in mortality: a survey with an actuarial focus ⋮ THE SAINT MODEL: A DECADE LATER

Cites Work

• Identifiability in hazard models with unobserved heterogeneity: The compatibility of two apparently contradictory results
• Life table methods for heterogeneous populations: Distributions describing the heterogeneity
• Age patterns of mortality for older women: An analysis using the age‐specific rate of mortality change with age
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