Constructing entity specific projected mortality table: adjustment to a reference

DOI10.1007/S13385-014-0095-YMaRDI QIDQ906577zbMATH OpenOpenAlexFDO

Authors Julien Tomas, Frédéric Planchet

Publication date 22 January 2016

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

Full work available at URL https://doi.org/10.1007/s13385-014-0095-y

zbMATH Keywords

generalized linear modelsmortality modellingextrapolationvalidationlocal likelihoodgraduationlife insurancerelational modelsprojected mortality table

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Uncertainty in mortality projections: an actuarial perspective
• Age-specific adjustment of graduated mortality
• Prospective mortality tables: taking heterogeneity into account
• A credibility approach of the Makeham mortality law
• From regulatory life tables to stochastic mortality projections: the exponential decline model

Cites work

• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
• Closing and projecting life tables using log-linear models
• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk

Cited in

(7)

• Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
• Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
• Risk classification in life and health insurance: extension to continuous covariates
• Age-specific adjustment of graduated mortality
• A credibility approach of the Makeham mortality law
• Semi-parametric accelerated hazard relational models with applications to mortality projections
• Prospective mortality tables: taking heterogeneity into account

Describes a project that uses

Uses Software

• CASdatasets
• R

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