Seasonal mortality for fractional ages in short term life insurance

DOI10.1080/03461238.2013.819028MaRDI QIDQ4576797zbMATH OpenOpenAlexFDO

Authors Juan José Fernández-Durán, María Mercedes Gregorio-Domínguez

Publication date 10 July 2018

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2013.819028

zbMATH Keywords

assumptions for fractional agescircular distributionslife insurance

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• A critique of fractional age assumptions.
• A family of fractional age assumptions
• Modelling seasonal mortality with individual data
• Shortcuts for the construction of sub-annual life tables
• Quadratic fractional age assumption revisited

Cites work

• A critique of fractional age assumptions.
• A family of fractional age assumptions
• Circular Distributions Based on Nonnegative Trigonometric Sums
• Comparison Between Future Lifetime Distribution and Its Approximations
• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 1986045 (Why is no real title available?)
• Maximum likelihood estimation of nonnegative trigonometric sum models using a Newton-like algorithm on manifolds
• Models for Circular-Linear and Circular-Circular Data Constructed from Circular Distributions Based on Nonnegative Trigonometric Sums
• Properties of the power family of fractional age approximations.
• Statistical Independence and Fractional Age Assumptions

Cited in

(4)

• Incorporating big microdata in life table construction: A hypothesis-free estimator
• Modelling seasonal mortality with individual data
• Shortcuts for the construction of sub-annual life tables
• Estimation of the combined effects of ageing and seasonality on mortality risk: an application to Spain

Describes a project that uses

Uses Software

• R
• CircNNTSR

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