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A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities

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A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities

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Debón Aucejo, AM.; Martinez Ruiz, F.; Montes, F. (2010). A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities. Insurance: Mathematics and Economics. 47(3):327-336. doi:10.1016/j.insmatheco.2010.07.007

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/60381

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Title: A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Estadística e Investigación Operativa Aplicadas y Calidad - Departament d'Estadística i Investigació Operativa Aplicades i Qualitat
Issued date:
Abstract:
Dynamic life tables arise as an alternative to the standard (static) life table, with the aim of incorporating the evolution of mortality over time. The parametric model introduced by Lee and Carter in 1992 for projected ...[+]
Subjects: Life table , Geostatistics , Bootstrap confidence intervals
Copyrigths: Reserva de todos los derechos
Source:
Insurance: Mathematics and Economics. (issn: 0167-6687 )
DOI: 10.1016/j.insmatheco.2010.07.007
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.insmatheco.2010.07.007
Thanks:
This work was partially supported by grants from the MEyC (Ministerio de Educacin y Ciencia, Spain project MTM2007-62923 and project MTM2008-05152) The research by Ana Debon and Francisco Martinez-Ruiz has also been partially ...[+]
Type: Artículo

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