Forecasting mortality: when academia meets practice

DOI10.1007/s13385-011-0044-yzbMath1269.93022OpenAlexW2290046531MaRDI QIDQ2391940

Séverine Gaille

Publication date: 5 August 2013

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

Full work available at URL: https://serval.unil.ch/resource/serval:BIB_F0FC6B1F3788.P001/REF.pdf

zbMATH Keywords

Lee-Carter modelSwitzerlandmortality forecastsHeligman-Pollard functionLPP 2010pension fund liabilities

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) System identification (93B30)

Related Items (2)

Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach ⋮ Periodic or generational actuarial tables: which one to choose?

Cites Work

• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

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