Association and heterogeneity of insured lifetimes in the Lee–Carter framework
From MaRDI portal
Publication:5430566
DOI10.1080/03461230601165029zbMath1141.91025OpenAlexW2012029423MaRDI QIDQ5430566
Esther Frostig, Michel M. Denuit
Publication date: 16 December 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230601165029
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
Life anuities with stochastic survival probabilities: A review ⋮ From regulatory life tables to stochastic mortality projections: the exponential decline model ⋮ Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection ⋮ Modeling mortality with a Bayesian vector autoregression ⋮ Longevity and adjustment in pension annuities, with application to Finland ⋮ Life Insurance Mathematics with Random Life Tables
Cites Work
- Survival models in a dynamic context: a survey
- Bayesian Poisson log-bilinear mortality projections
- Lorenz ordering of means and medians
- On a probability bound of Marshall and Olkin
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A connection between supermodular ordering and positive/negative association.
- Applied mathematical demography
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Monotonicity results for portfolios with heterogeneous claims arrival processes
- Positive Dependence Properties of Conditionally Independent Random Lifetimes
- Heterogeneity and the need for capital in the individual model
- Insurance contracts portfolios with heterogenous parametric life distributions
- Generalized binomial distributions
- A Universal Framework for Pricing Financial and Insurance Risks
- The Dual Theory of Choice under Risk
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Association of Random Variables, with Applications
- Projecting Mortality Trends
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Inequalities: theory of majorization and its applications
This page was built for publication: Association and heterogeneity of insured lifetimes in the Lee–Carter framework