Life Anuities with Stochastic Survival Probabilities: A Review

Author:

Denuit Michel

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Reference48 articles.

1. Biffis E, Denuit M (2006) Lee-Carter goes risk-neutral: an application to the Italian annuity market. G Ist Ital Attuari 69:1–21

2. Biffis E, Denuit M, Devolder P (2005) Stochastic mortality under measure changes. Working Paper 05-14, Institut des Sciences Actuarielles, Université Catholique de Louvain, Louvain-la-Neuve, Belgium

3. Booth H (2006) Demographic forecasting: 1980 to 2005 in review. Int J Forecast 22:547–581

4. Booth H, Maindonald J, Smith L (2002) Applying Lee-Carter under conditions of variable mortality decline. Popul Stud 56:325–336

5. Brouhns N, Denuit M, Van Keilegom I (2005) Bootstrapping the Poisson log-bilinear model for mortality projection. Scand Actuar J 2:212–224

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