The impact of parameter uncertainty in insurance pricing and reserve with the temperature‐related mortality model-Reference-Cited by-同舟云学术

The impact of parameter uncertainty in insurance pricing and reserve with the temperature‐related mortality model

Published:2018-12-04 Issue:4 Volume:38 Page:327-345
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Seklecka Malgorzata¹²,Pantelous Athanasios A.³^ORCID,O'Hare Colin³

Affiliation:

1. Group Accumulation ManagementZurich Insurance Group Ltd Fareham UK

2. Department of Mathematical SciencesUniversity of Liverpool Liverpool United Kingdom

3. Department of Econometrics and Business Statistics, Monash Business SchoolMonash University Wellington Road Victoria 3800 Australia

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2558

Reference32 articles.

1. A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration

2. Causes for the recent changes in cold- and heat-related mortality in England and Wales

3. Life Anuities with Stochastic Survival Probabilities: A Review

4. A Dynamic Factor Approach to Mortality Modeling

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