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
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