Comparison Between Future Lifetime Distribution and Its Approximations

DOI10.1080/10920277.2002.10596040MaRDI QIDQ5715855zbMATH OpenOpenAlexFDO

Authors Esther Frostig

Publication date 5 January 2006

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

Full work available at URL https://doi.org/10.1080/10920277.2002.10596040

Mathematics Subject Classification ID

Survival analysis and censored data (62N99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• On life table applications of ordering among risks
• A critique of fractional age assumptions.
• Comparison and bounds for functionals of future lifetimes consistent with life tables
• Bounds for Actuarial Present Values Under the Fractional Independence Assumption
• A comparison of methods of approximations for probabilities of death for fractions of a year

Cites work

• Bounds for Actuarial Present Values Under the Fractional Independence Assumption
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• On life table applications of ordering among risks
• Statistical Independence and Fractional Age Assumptions

Cited in

(14)

• Properties of the power family of fractional age approximations.
• Actuarial applications of the linear hazard transform in life contingencies
• Comparison and bounds for functionals of future lifetimes consistent with life tables
• An application of the -power approximation in multiple life insurance
• A comparison of methods of approximations for probabilities of death for fractions of a year
• A flaw in actuarial exposed-to-risk theory
• Life Insurance Policies with Statistical Heterogeneous Population
• Seasonal mortality for fractional ages in short term life insurance
• Properties of future lifetime distributions and estimation
• Statistical Independence and Fractional Age Assumptions
• Bounds for Actuarial Present Values Under the Fractional Independence Assumption
• Estimation of the combined effects of ageing and seasonality on mortality risk: an application to Spain
• Quadratic fractional age assumption revisited
• On life table applications of ordering among risks

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