The determinants of mortality heterogeneity and implications for pricing annuities

DOI10.1016/j.insmatheco.2013.06.002zbMath1304.91123OpenAlexW1985023143MaRDI QIDQ2513595

Michael Sherris, Ramona Meyricke

Publication date: 28 January 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.06.002

zbMATH Keywords

longitudinal datageneralized linear mixed modelsmortality heterogeneityannuity pricingfrailty modelling

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

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Cites Work

• Survival models in a dynamic context: a survey
• Actuarial statistics with generalized linear mixed models
• Modeling survival data: extending the Cox model
• The impact of the determinants of mortality on life insurance and annuities
• Markov Aging Process and Phase-Type Law of Mortality
• Estimating International Adverse Selection in Annuities
• Factors Affecting Retirement Mortality
• Linear mixed models for longitudinal data
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