Comparison and bounds for functionals of future lifetimes consistent with life tables

DOI10.1016/J.INSMATHECO.2011.11.009MaRDI QIDQ2427828zbMATH OpenOpenAlexFDO

Authors Christiane Barz, Alfred Müller

Publication date 18 April 2012

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2011.11.009

zbMATH Keywords

boundsstochastic orderfractional age assumptionsincreasing mortality rate

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)

Recommendations

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• scientific article; zbMATH DE number 5726483
• Life tables in actuarial models: from the deterministic setting to a Bayesian approach

Cites work

• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• A critique of fractional age assumptions.
• A family of fractional age assumptions
• Bounds for Actuarial Present Values Under the Fractional Independence Assumption
• Comparison Between Future Lifetime Distribution and Its Approximations
• Comparison methods for stochastic models and risks
• On life table applications of ordering among risks
• Properties of the power family of fractional age approximations.
• Quadratic fractional age assumption revisited
• Statistical Independence and Fractional Age Assumptions

Cited in

(7)

• Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
• Fractional age assumption based on cubic polynomial interpolation
• Comparison Between Future Lifetime Distribution and Its Approximations
• On life table applications of ordering among risks
• Properties of the power family of fractional age approximations.
• Estimation of actuarial quantities at fractional ages with Kriging
• Valuing guaranteed equity-linked contracts by Laguerre series expansion

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