Modelling life tables with advanced ages: an extreme value theory approach

DOI10.1016/j.insmatheco.2020.04.004zbMath1446.91062OpenAlexW3019492524MaRDI QIDQ784421

Xu Ning, Fei Huang, Ross A. Maller

Publication date: 3 August 2020

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.04.004

zbMATH Keywords

extreme value theoryGompertz modelgeneralised Pareto distributionlife tableadvanced age mortality

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Actuarial mathematics (91G05)

Related Items

Intergenerational actuarial fairness when longevity increases: amending the retirement age, Mortality forecasting using factor models: time-varying or time-invariant factor loadings?

Uses Software

• Human Mortality

Cites Work

• Modeling and Forecasting U.S. Mortality
• Human life is unlimited -- but short
• Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud)
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Smoothing and forecasting mortality rates
• The plateau of human mortality: Demography of longevity pioneers
• An Extreme Value Analysis Of Advanced Age Mortality Data
• Threshold Life Tables and Their Applications
• Limits to Human Life Span Through Extreme Value Theory
• Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
• Dealing with Problems in Data Quality for the Measurement of Mortality at Advanced Ages in Canada
• Emergence of Supercentenarians in Low-Mortality Countries