Constructing entity specific projected mortality table: adjustment to a reference
type: Item
instance of: scholarly article
title: Constructing entity specific projected mortality table: adjustment to a reference
zbMATH Open document ID: 1329.91078
author: Julien Tomas
author: Frédéric Planchet
published in: European Actuarial Journal
publication date: 2016-01-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91D20
zbMATH DE Number: 6534473
zbMATH Keywords: mortality modelling
zbMATH Keywords: validation
zbMATH Keywords: projected mortality table
zbMATH Keywords: relational models
zbMATH Keywords: local likelihood
zbMATH Keywords: generalized linear models
zbMATH Keywords: life insurance
zbMATH Keywords: graduation
zbMATH Keywords: extrapolation
describes a project that uses: R
describes a project that uses: CASdatasets
MaRDI profile type: Publication
full work available at URL: s13385-014-0095-y
OpenAlex ID: W2057516246
cites work: Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
cites work: A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
cites work: Closing and projecting life tables using log-linear models
cites work: Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
DOI: 10.1007/S13385-014-0095-Y
description: scientific article; zbMATH DE number 6534473