Longevity-Indexed Life Annuities (Q3005354)

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scientific article

Language	Label	Description	Also known as
English	Longevity-Indexed Life Annuities	scientific article

Statements

scholarly article

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Longevity-Indexed Life Annuities (English)

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Steven Haberman

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Michel M. Denuit

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Arthur E. Renshaw

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North American Actuarial Journal

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publication date

7 June 2011

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full work available at URL

https://openaccess.city.ac.uk/id/eprint/4036/1/INDEX_LONGEVITY_revision.pdf

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MaRDI profile type

MaRDI publication profile

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Distribution of the random future life expectancies in log-bilinear mortality projection models

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Comonotonic approximations to quantiles of life annuity conditional expected present value

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Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection

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Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap

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Measuring the effect of mortality improvements on the cost of annuities

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A cohort-based extension to the Lee-Carter model for mortality reduction factors

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Demand and adverse selection in a pooled annuity fund

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Identifiers

zbMATH Open document ID

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10.1080/10920277.2011.10597611

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3005354

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