An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation

DOI10.1016/j.insmatheco.2009.12.008zbMath1231.91209MaRDI QIDQ659246

Tzuling Lin, Larry Y. Tzeng

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.12.008

zbMATH Keywords

mortality risk; annuity; stochastic mortality; reserves; longevity risks

Mathematics Subject Classification ID

Related Items

A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates, A Linear Regression Approach to Modeling Mortality Rates of Different Forms, Longevity Risk and Capital Markets: The 2012–2013 Update, Editorial: Longevity risk and capital markets: the 2013--14 update, Longevity risk and capital markets: the 2015--16 update, Age-specific copula-AR-GARCH mortality models

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