Heterogeneity in survival models. Applications to pensions and life annuities

zbMATH Open1356.91059MaRDI QIDQ2965075FDOQ2965075

Authors: Annamaria Olivieri 

Publication date: 27 February 2017

Recommendations

• The determinants of mortality heterogeneity and implications for pricing annuities
• Heterogeneity in mortality: a survey with an actuarial focus
• Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity
• Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance
• Valuation and hedging of life insurance liabilities with systematic mortality risk

zbMATH Keywords

frailtyactuarial valuationrisk factorsdifferential mortality modelsstandard and population mortality

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (9)

• A note on the connection between some classical mortality laws and proportional frailty
• Enhanced annuities and the impact of individual underwriting on an insurer's profit situation
• Heterogeneity in mortality: a survey with an actuarial focus
• The determinants of mortality heterogeneity and implications for pricing annuities
• THE SAINT MODEL: A DECADE LATER
• Survival of related individuals: An extension of some fundamental results of heterogeneity analysis
• Life tables in actuarial models: from the deterministic setting to a Bayesian approach
• Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance
• A frailty model for intervention effectiveness against disease transmission when implemented with unobservable heterogeneity

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