Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality

DOI10.1016/j.insmatheco.2006.07.003zbMath1183.62186OpenAlexW2142289722WikidataQ56021175 ScholiaQ56021175MaRDI QIDQ882473

W. J. Willemse, Rob Kaas

Publication date: 23 May 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.07.003

zbMATH Keywords

identifiabilityfrailty modelsGompertz distributionheterogeneous mortality models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Mathematical geography and demography (91D20)

Related Items (2)

Affine stochastic mortality ⋮ Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?

Cites Work

• Unnamed Item
• Unnamed Item
• On a generalization of the logistic distribution
• Knowledge Elicitation of Gompertz' Law of Mortality
• Life table methods for heterogeneous populations: Distributions describing the heterogeneity
• Application of Frailty-Based Mortality Models Using Generalized Linear Models

This page was built for publication: Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality