Title of article :
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee–Carter modelling
Author/Authors :
Renshaw، نويسنده , , A.E. and Haberman، نويسنده , , S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
20
From page :
797
To page :
816
Abstract :
This paper provides a comparative study of simulation strategies for assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in both period and cohort frameworks.
Keywords :
Poisson modelling , Over-dispersion , Joint modelling , Negative binomial modelling , Mortality projections , Simulated risk , Mortality statistics
Journal title :
Insurance Mathematics and Economics
Serial Year :
2008
Journal title :
Insurance Mathematics and Economics
Record number :
1543508
Link To Document :
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