Articlebronze2004

Application of Frailty-Based Mortality Models Using Generalized Linear Models

42 citations0/0 files storedAstin Bulletin

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Insurance, Mortality, Demography, Risk Management Statistical Distribution Estimation and Applications Probability and Risk Models

Abstract

Two families of frailty models – Makeham/Gompertz-gamma and Gompertz-inverse Gaussian – have been considered to graduate insurance-based mortality data. The aims of this exercise are twofold. The first aim is to make use of generalized linear models and to evaluate these against traditional techniques. The second aim is to measure the scale of individual heterogeneity in insurance-based populations. The results indicate that (subject to issues of identifiability) there is evidence of frailty in these populations.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 42 citations exist upstream.

References

1979The impact of heterogeneity in individual frailty on the dynamics of mortality 2005Applied Mathematical Demography 1984Life Table Methods for Heterogeneous Populations: Distributions Describing the Heterogeneity 1956The Industrial Mobility of Labor as a Probability Process.1999The Long-Term Pattern of Adult Mortality and the Highest Attained Age 1986Alternative Models for the Heterogeneity of Mortality Risks Among the Aged 1985Applied Mathematical Demography 1996Generalized Linear Models and Actuarial Science

Cited by

2019Heterogeneity in mortality: a survey with an actuarial focus 2006Heterogeneity in Survival Models - Applications to Pensions and Life Annuities 2005A comparison of parametric models for mortality graduation. Application to mortality data of the Valencia Region (Spain)2006Application of the Poisson log-bilinear projection model to the G5 mortality experience 2006Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz’ law of mortality

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.