Life insurance mathematics with random life tables
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Publication:5029074
DOI10.1080/10920277.2009.10597560zbMATH Open1483.91188OpenAlexW2031491078MaRDI QIDQ5029074FDOQ5029074
Authors: Michel Denuit, Esther Frostig 
Publication date: 11 February 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2009.10597560
Recommendations
- Association and heterogeneity of insured lifetimes in the Lee–Carter framework
- Life anuities with stochastic survival probabilities: A review
- Lifetime dependence modelling using a truncated multivariate gamma distribution
- Uncertainty in mortality projections: an actuarial perspective
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
Cites Work
- The multivariate normal distribution
- Title not available (Why is that?)
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Positive dependence properties of conditionally independent random lifetimes
- Association and heterogeneity of insured lifetimes in the Lee–Carter framework
Cited In (7)
- Discussion on: ``Matrix representations of life insurance payments
- Association and heterogeneity of insured lifetimes in the Lee–Carter framework
- Life anuities with stochastic survival probabilities: A review
- Modelling dependent data for longevity projections
- Dependence of insurer loss on variation of mortality
- Modeling mortality with a Bayesian vector autoregression
- Analysis of 2000-2003 new life tables effect on life insurance
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