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Modelling Longevity Dynamics for Pensions and Annuity Business.

A text aimed at researchers and postgraduates actuarial science, statistics, and actuarial mathematics providing a comprehensive and detailed description of statistical methods for projecting mortality, and an extensive discussion of some important issues concerning the longevity risk in the area of...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Pitacco, Ermanno
Otros Autores: Denuit, M. (Michel), Haberman, Steven, Olivieri, Annamaria
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oxford : OUP Oxford, 2009.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Modelling Longevity Dynamics for Pensions and Annuity Business. 
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505 0 |a Preface; Contents; 1 Life annuities; 2 The basic mortality model; 3 Mortality trends during the 20th century; 4 Forecasting mortality: an introduction; 5 Forecasting mortality: applications and examples of age-period models; 6 Forecasting mortality: applications and examples of age-period-cohort models; 7 The longevity risk: actuarial perspectives; References; Index. 
520 |a A text aimed at researchers and postgraduates actuarial science, statistics, and actuarial mathematics providing a comprehensive and detailed description of statistical methods for projecting mortality, and an extensive discussion of some important issues concerning the longevity risk in the area of life annuities and pension benefits. - ;Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations c. 
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650 0 |a Mortality. 
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700 1 |a Denuit, M.  |q (Michel) 
700 1 |a Haberman, Steven. 
700 1 |a Olivieri, Annamaria. 
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