Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death

DOI10.1080/10920277.2017.1301260zbMath1414.91190OpenAlexW2398759064MaRDI QIDQ5379234

Samuel Gbari, Michel Poulain, Luc dal, Michel M. Denuit

Publication date: 28 May 2019

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

Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A173545/datastream/PDF_02/view

zbMATH Keywords

extreme value theoryoldest ages mortality

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (5)

Predictive Modeling of Threshold Life Tables ⋮ WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Limits to Human Life Span Through Extreme Value Theory ⋮ Modelling life tables with advanced ages: an extreme value theory approach

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