• Title of article

    Dual modelling and select mortality

  • Author/Authors

    Renshaw، نويسنده , , A.E. and Haberman، نويسنده , , S.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    22
  • From page
    105
  • To page
    126
  • Abstract
    A practical means of constructing select mortality tables is described. It involves the graduation of the ultimate experience coupled with the modelling of the log crude mortality ratios for individual select experiences relative to the ultimate experience. The methodology is formulated within the generalised linear and non-linear modelling framework. The method is illustrated with reference to the UK assured livesʹ experience. An objective comparison with other methods is made.
  • Keywords
    Select mortality , Modelling
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    1997
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1541413