An extreme value analysis of advanced age mortality data

DOI10.1080/10920277.2006.10597419MaRDI QIDQ5018742zbMATH OpenOpenAlexFDO

Authors Kathryn A. Watts, Bruce L. Jones, Debbie J. Dupuis

Publication date 22 December 2021

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2006.10597419

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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Cites work

• An introduction to statistical modeling of extreme values
• scientific article; zbMATH DE number 1526055 (Why is no real title available?)
• On the maximal life span of humans

Cited in

(10)

• Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud)
• Discussion of ``Human life is unlimited -- but short by H. Rootzén and D. Zholud
• The curse of the plateau. Measuring confidence in human mortality estimates at extreme ages
• Threshold life tables and their applications
• Predictive modeling of threshold life tables
• Limits to human life span through extreme value theory
• Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death
• Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach
• Ruin probability for heavy-tailed and dependent losses under reinsurance strategies
• Modelling life tables with advanced ages: an extreme value theory approach

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