An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data

Related Items (32)

Life anuities with stochastic survival probabilities: A review ⋮ Measuring the effect of mortality improvements on the cost of annuities ⋮ A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain) ⋮ Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances ⋮ Bayesian Poisson log-bilinear mortality projections ⋮ Multi-population mortality modeling with Lévy processes ⋮ Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness ⋮ Cause-of-death mortality forecasting using adaptive penalized tensor decompositions ⋮ A dynamic parameterization modeling for the age-period-cohort mortality ⋮ A Poisson log-bilinear regression approach to the construction of projected lifetables. ⋮ Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods ⋮ Mortality risk modeling: applications to insurance securitization ⋮ An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation ⋮ Modeling mortality and pricing life annuities with Lévy processes ⋮ Projecting Mortality Trends ⋮ Estimation of parameters of the Makeham distribution using the least squares method ⋮ Modelling and forecasting mortality in Spain ⋮ Longevity studies based on kernel hazard estimation ⋮ Survival models in a dynamic context: a survey ⋮ Entropy, longevity and the cost of annuities ⋮ The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case ⋮ GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS ⋮ Securitization of catastrophe mortality risks ⋮ Mortality, longevity and experiments with the Lee-Carter model ⋮ Coherent mortality forecasting with generalized linear models: a modified time-transformation approach ⋮ A parameterized approach to modeling and forecasting mortality ⋮ Multiple mortality modeling in Poisson Lee–Carter framework ⋮ Bootstrapping the Poisson log-bilinear model for mortality forecasting ⋮ Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting ⋮ On the Structure and Classification of Mortality Models ⋮ Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables ⋮ Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections

Uses Software

Cites Work

This page was built for publication: An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data