Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
DOI10.1007/S13385-013-0065-9zbMATH Open1270.91029OpenAlexW1974541554MaRDI QIDQ362047FDOQ362047
Authors: Arthur Renshaw, Steven Haberman, Michel Denuit 
Publication date: 20 August 2013
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/4051/1/Approximations_for_quantiles.pdf
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- scientific article; zbMATH DE number 2054513
- From regulatory life tables to stochastic mortality projections: the exponential decline model
Mathematical geography and demography (91D20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Modeling and forecasting U.S. mortality. (With discussion)
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Lee-Carter mortality forecasting with age-specific enhancement.
- Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap
- Parametric mortality improvement rate modelling and projecting
- Distribution of the random future life expectancies in log-bilinear mortality projection models
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
Cited In (8)
- Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap
- From regulatory life tables to stochastic mortality projections: the exponential decline model
- Title not available (Why is that?)
- Shortcuts for the construction of sub-annual life tables
- Evaluating life expectancy evaluations
- Comonotonic approximations to quantiles of life annuity conditional expected present value
- Stochastic approximations in CBD mortality projection models
- Measuring the effect of mortality improvements on the cost of annuities
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