Threshold Life Tables and Their Applications

DOI10.1080/10920277.2008.10597505zbMath1481.91175OpenAlexW1516923763MaRDI QIDQ5022530

Ken Seng Tan, Johnny Siu-Hang Li, Mary R. Hardy

Publication date: 19 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597505

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items

Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death, CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION, Longevity bond premiums: the extreme value approach and risk cubic pricing, Predictive Modeling of Threshold Life Tables, Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach, Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud), Modelling life tables with advanced ages: an extreme value theory approach

Uses Software

• Human Mortality

Cites Work

• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• Laws of large numbers for sums of extreme values
• Residual life time at great age
• A simple general approach to inference about the tail of a distribution
• An Extreme Value Analysis Of Advanced Age Mortality Data
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Dealing with Problems in Data Quality for the Measurement of Mortality at Advanced Ages in Canada
• Emergence of Supercentenarians in Low-Mortality Countries