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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
Tabla de Contenidos:
  • 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.