Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
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Publication:931196
DOI10.1016/j.insmatheco.2008.01.003zbMath1141.91485OpenAlexW2121384935MaRDI QIDQ931196
Andrew J. G. Cairns, Kevin Dowd, David Blake
Publication date: 25 June 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.01.003
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Cites Work
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
- A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks
- A discussion of parameter and model uncertainty in insurance
- Uncertainty in mortality projections: an actuarial perspective
