Forecasting mortality: when academia meets practice

DOI10.1007/S13385-011-0044-YMaRDI QIDQ2391940zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

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Cites work

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

Cited in

(3)

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

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