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ArticleMeasuring the longevity risk in mortality projections

Natacha Brouhns2002

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Measuring the longevity risk in mortality projections

Natacha Brouhns · Michel M. Denuit · Jeroen Kornelis Vermunt

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Insurance, Mortality, Demography, Risk Management Statistical Methods in Epidemiology Global Health Care Issues

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References

2002A Poisson log-bilinear regression approach to the construction of projected lifetables 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications 1986A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics 2001Uncertainty in mortality projections: an actuarial perspective

Cited by

2007Association and heterogeneity of insured lifetimes in the Lee–Carter framework 2009A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions 2020Getting life expectancy estimates right for pension policy: period versus cohort approach 2006Fuzzy formulation of the Lee–Carter model for mortality forecasting 2007Negative binomial version of the Lee–Carter model for mortality forecasting 2010Longevity Risk 2014A quantitative comparison of simulation strategies for mortality projection 2007Pension Plan Valuation and Mortality Projection

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2006Fuzzy formulation of the Lee–Carter model for mortality forecastingarticle · 4 shared references 2006Application of the Poisson log-bilinear projection model to the G5 mortality experiencereport · 4 shared references 2008Mortality, longevity and experiments with the Lee–Carter modelarticle · 4 shared references 2005Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence intervalarticle · 3 shared references 2005Bootstrapping the Poisson log-bilinear model for mortality forecastingarticle · 3 shared references 2005Bayesian Poisson log-bilinear mortality projectionsarticle · 3 shared references

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Year2002

Typearticle

Published2002-01-01

VenueData Archiving and Networked Services (DANS)

Languageen

Citations92

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.5169/seals-551186

openalex_workW2111589804

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