A credibility approach of the Makeham mortality law

DOI10.1007/s13385-016-0125-zzbMath1415.91163OpenAlexW2311703880MaRDI QIDQ303726

Pierre-E. Thérond, Yahia Salhi, Julien Tomas

Publication date: 22 August 2016

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-016-0125-z

zbMATH Keywords

extrapolationcredibilitymortalitylife insurancegraduationMakeham law

Mathematics Subject Classification ID

Related Items (4)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Dynamic bivariate mortality modelling ⋮ AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY ⋮ A Bayesian non-parametric model for small population mortality

Cites Work

• Modeling and Forecasting U.S. Mortality
• Stochastic portfolio specific mortality and the quantification of mortality basis risk
• Constructing entity specific projected mortality table: adjustment to a reference
• The Bühlmann-Straub model with the premium calculated according to the variance principle
• A course in credibility theory and its applications
• Understanding, modelling and managing longevity risk: key issues and main challenges
• A Credibility Approach to Mortality Risk
• Logistic Regression for Insured Mortality Experience Studies

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