A common age effect model for the mortality of multiple populations

DOI10.1016/j.insmatheco.2015.03.023zbMath1348.91233OpenAlexW2077909625MaRDI QIDQ492649

Torsten Kleinow

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.2015.03.023

zbMATH Keywords

longevitybasis riskcommon age effectmortality of multiple populationsstochastic mortality model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20) Mathematical geography and demography (91D20)

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Uses Software

• AS 211

Cites Work

• Modeling and Forecasting U.S. Mortality

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