Prospective mortality tables: taking heterogeneity into account

DOI10.1016/j.insmatheco.2015.03.020zbMath1348.91184OpenAlexW794610739MaRDI QIDQ492640

Frédéric Planchet, Julien Tomas

Publication date: 20 August 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.03.020

zbMATH Keywords

heterogeneityCox modellife insurancerelational modelslocal likelihoodprospective mortality tablesingular values decomposition

Mathematics Subject Classification ID

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