An investigation into parametric models for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data-Reference-Cited by-同舟云学术

An investigation into parametric models for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data

Published:2000-12 Issue:3 Volume:27 Page:285-312
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Sithole Terry Z.,Haberman Steven,Verrall Richard J.

Publisher

Elsevier BV

Subject

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

Reference9 articles.

1. Chambers, J.M., Hastie, T.J., 1993. Statistical Models in S. Chapman & Hall, London.

2. Continuous Mortality Investigation Bureau, 1990. Continuous Mortality Investigation Reports CMIR 10. The Institute of Actuaries and the Faculty of Actuaries, UK.

3. Continuous Mortality Investigation Bureau, 1999. Continuous Mortality Investigation Reports CMIR 17. The Institute of Actuaries and the Faculty of Actuaries, UK.

4. Forfar, D.O., McCutcheon, M.A., Wilkie, A.D., 1988. On graduation by mathematical formula. Journal of the Institute of Actuaries 115, 1 and Transactions of the Faculty of Actuaries 41, 97.

5. Modelling and forecasting US mortality;Lee;Journal of American Statistical Association,1992

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