Life tables in actuarial models: from the deterministic setting to a Bayesian approach

DOI10.1007/s10182-011-0177-yzbMath1443.62367OpenAlexW2060899497MaRDI QIDQ1633242

Annamaria Olivieri, Ermanno Pitacco

Publication date: 19 December 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-011-0177-y

zbMATH Keywords

Bayesian inferencelongevity riskstochastic mortalitylife annuitiesrandom fluctuationsdeterministic mortalityprocess risksystematic deviationsuncertainty risk

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (2)

Multistate models in health insurance ⋮ A Bayesian non-parametric model for small population mortality

Cites Work

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• Stochastic Mortality: The Impact on Target Capital
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