A Poisson log-bilinear regression approach to the construction of projected lifetables.

DOI10.1016/S0167-6687(02)00185-3zbMath1074.62524MaRDI QIDQ1413367

Jeroen K. Vermunt, Natacha Brouhns, Michel M. Denuit

Publication date: 16 November 2003

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

zbMATH Keywords

AnnuitiesAdverse selectionAge--sex-specific mortalityLife insuranceLifetable functions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

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Uses Software

• LEM

Cites Work

• Lee-Carter mortality forecasting with age-specific enhancement.
• A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• Mortality Change and Forecasting
• Forecasting Changes in Mortality
• An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
• Uncertainty in mortality projections: an actuarial perspective
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