Life Insurance Mathematics with Random Life Tables

DOI10.1080/10920277.2009.10597560zbMath1483.91188OpenAlexW2031491078MaRDI QIDQ5029074

Michel M. Denuit, Esther Frostig

Publication date: 11 February 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2009.10597560

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

Modeling mortality with a Bayesian vector autoregression

Cites Work

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• The multivariate normal distribution
• Positive Dependence Properties of Conditionally Independent Random Lifetimes
• Association and heterogeneity of insured lifetimes in the Lee–Carter framework
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

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