Constructing entity specific projected mortality table: adjustment to a reference
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Publication:906577
DOI10.1007/s13385-014-0095-yzbMath1329.91078OpenAlexW2057516246MaRDI QIDQ906577
Frédéric Planchet, Julien Tomas
Publication date: 22 January 2016
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-014-0095-y
extrapolationlife insurancerelational modelsgeneralized linear modelsvalidationlocal likelihoodgraduationmortality modellingprojected mortality table
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Related Items (6)
Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure ⋮ Risk classification in life and health insurance: extension to continuous covariates ⋮ A credibility approach of the Makeham mortality law ⋮ Semi-parametric accelerated hazard relational models with applications to mortality projections ⋮ Prospective mortality tables: taking heterogeneity into account ⋮ Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
Uses Software
Cites Work
- A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
- Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
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