Commutation functions under Gompertz-Makeham mortality

DOI10.1080/03461230903344181MaRDI QIDQ3077758zbMATH OpenOpenAlexFDO

Authors Andreas Nordvall Lagerås

Publication date 22 February 2011

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461230903344181

zbMATH Keywords

annuitycommutation functionGompertz-Makeham mortality

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• The accuracy of statistical distributions in Microsoft\(^{\circledR}\) Excel 2007

Cited in

(8)

• On the Gompertz-Makeham law: a useful mortality model to deal with human mortality
• A closed-form expression for the quantile function of the Gompertz-Makeham distribution
• On closed-form expressions to Gompertz-Makeham life expectancy
• Presentation and Derivation of a Five-Parameter Survival Function Intended to Model Mortality in Modern Female Populations
• Actuarial values calculated using the incomplete gamma function
• Gompertz-Makeham life expectancies: expressions and applications
• On numerical problems in computing life annuities based on the Makeham-Beard law
• Decomposing changes in life annuities

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