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Modelling and forecasting mortality in Spain

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Modelling and forecasting mortality in Spain

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Debón Aucejo, AM.; Montes, F.; Puig, F. (2008). Modelling and forecasting mortality in Spain. European Journal of Operational Research. 189(3):624-637. doi:10.1016/j.ejor.2006.07.050

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/60937

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Title: Modelling and forecasting mortality in Spain
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:
[EN]Experience shows that static life tables overestimate death probabilities. As a consequence of this overestimation the premiums for annuities, pensions and life insurance are not what they actually should be, with ...[+]
Subjects: Forecasting , Dynamic life tables , Lee–Carter , Bootstrap confidence intervals
Copyrigths: Reserva de todos los derechos
Source:
European Journal of Operational Research. (issn: 0377-2217 )
DOI: 10.1016/j.ejor.2006.07.050
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.ejor.2006.07.050
Conference name: 3rd Biannual Conference on Operational Research Peripatetic
Conference place: Valencia, Spain
Conference date: September 06-10, 2005
Thanks:
This work was partially supported by a grant from MEyC (Ministerio de Educacio´n y Ciencia, Spain, project MTM-2004-06231). The research of Francisco Montes has also been partially supported by a grant from DGITT (Direccio´ ...[+]
Type: Artículo Comunicación en congreso

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