Periodic or generational actuarial tables: which one to choose?-Reference-Cited by-同舟云学术

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Periodic or generational actuarial tables: which one to choose?

Published:2019-03-14 Issue:2 Volume:9 Page:519-554
ISSN:2190-9733
Container-title:European Actuarial Journal
language:en
Short-container-title:Eur. Actuar. J.

Author:

Arnold Séverine,Jijiie Anca^ORCID,Jondeau Eric,Rockinger Michael

Publisher

Springer Science and Business Media LLC

Subject

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

Link

http://link.springer.com/content/pdf/10.1007/s13385-019-00198-x.pdf

Reference28 articles.

1. Alho J (2000) Discussion of Lee. N Am Actuar J 4:91–93

2. Antonio K, Devriendt S, de Boer W, de Vries R, De Waegenaere A, Kan H-K, Kromme E, Ouburg W, Schulteis T, Slagter E, Vellekoop M, van der Winden M, van Lersel C (2016) Producing the Dutch and Belgian mortality projections: A stochastic multi-population standard. Technical Report N. 554572, Department of Accounting, Finance and Insurance

3. Brouhns N, Denuit M, Vermunt J (2002) A Poisson log-bilinear regression approach to the construction of projected life tables. Insur Math Econ 31:373–393

4. Cairns A, Blake D, Dowd K (2006a) Pricing death: frameworks for the valuation and securitization of mortality risk. ASTIN Bull 36:79–120

5. Cairns A, Blake D, Dowd K (2006b) A two-factor model for stochastic mortality with parameter uncertainty: theory and calibration. J Risk Insur 73(4):687–718

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