The determinants of mortality heterogeneity and implications for pricing annuities
From MaRDI portal
Publication:2513595
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
longitudinal datageneralized linear mixed modelsmortality heterogeneityannuity pricingfrailty modelling
Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)
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Cites Work
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