Creating portfolio-specific mortality tables: a case study

Author:

Richards S. J.,Kaufhold K.,Rosenbusch S.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference20 articles.

1. Akaike H (1987) Factor analysis and AIC. Psychometrika 52:317–333

2. Beard RE (1959) Note on some mathematical mortality models. In: Wolstenholme GEW, O’Connor M (eds) The lifespan of animals, Little, Brown, Boston, p 302–311

3. Collett D (2003) Modelling survival data in medical research, 2nd edn. Chapman and Hall, London

4. Continuous Mortality Investigation (2004) Continuous mortality investigation report no. 21. Institute of Actuaries and Faculty of Actuaries

5. Cox DR, Miller HD (1987) The theory of stochastic processes, volume 134 of science paperbacks. Chapman and Hall, London

Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Real-time measurement of portfolio mortality levels in the presence of shocks and reporting delays;Annals of Actuarial Science;2022-02-21

2. Socio-economic differentiation in experienced mortality modelling and its pricing implications;European Actuarial Journal;2021-05-25

3. A value-at-risk approach to mis-estimation risk;British Actuarial Journal;2021

4. Quantifying longevity gaps using micro‐level lifetime data;Journal of the Royal Statistical Society: Series A (Statistics in Society);2020-11-03

5. Modelling of survival time of life insurance policies in India: a comparative study;International Journal of System Assurance Engineering and Management;2020-09-18

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3