Heterogeneity in survival models. Applications to pensions and life annuities

MaRDI QIDQ2965075zbMATH OpenFDO

Authors Annamaria Olivieri

Publication date 27 February 2017

zbMATH Keywords

frailtyactuarial valuationrisk factorsdifferential mortality modelsstandard and population mortality

Mathematics Subject Classification ID

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

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
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Cited in

(9)

• Enhanced annuities and the impact of individual underwriting on an insurer's profit situation
• A note on the connection between some classical mortality laws and proportional frailty
• 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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