Fractional age assumption based on cubic polynomial interpolation

DOI10.1080/03610918.2012.729635zbMATH Open1365.62403OpenAlexW2061849774MaRDI QIDQ3178522FDOQ3178522

Authors: Shilong Li, Xia Zhao, Jingxiao Zhang 

Publication date: 14 July 2016

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.729635

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zbMATH Keywords

survival functionforce of mortalityfractional age assumptionactuarial present valuecubic polynomial interpolationmathematics subject classification

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical interpolation (65D05)

Cites Work

• Positivity of cubic polynomials on intervals and positive spline interpolation
• A critique of fractional age assumptions.
• Statistical Independence and Fractional Age Assumptions
• A family of fractional age assumptions
• Extra randomness in certain annuity models
• Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
• Properties of the power family of fractional age approximations.
• Quadratic fractional age assumption revisited
• A flaw in actuarial exposed-to-risk theory
• Comparison and bounds for functionals of future lifetimes consistent with life tables
• An application of the \(\alpha\)-power approximation in multiple life insurance

Cited In (3)

• A comparison of methods of approximations for probabilities of death for fractions of a year
• A family of fractional age assumptions
• A critique of fractional age assumptions.

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