Structural changes in the Lee-Carter mortality indeces : detection and implications
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Tag | 1 | 2 | Value |
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LDR | 00000cab a2200000 4500 | ||
001 | MAP20110036140 | ||
003 | MAP | ||
005 | 20110601111709.0 | ||
008 | 110524e20110103esp|||p |0|||b|spa d | ||
040 | $aMAP$bspa$dMAP | ||
084 | $a6 | ||
100 | 1 | $0MAPA20110017682$aSiu-Hang, Johny | |
245 | 1 | 0 | $aStructural changes in the Lee-Carter mortality indeces$b : detection and implications$cJohny Siu-Hang Li, Wai-Sum Chan, and Siu-Hun Cheung |
520 | $aIn recent years mortality has improved considerably faster than had been predicted, resulting in unforeseen mortality losses for annuity and pension liabilities. Actuaries have considered various models to make stochastic mortality projections, one of which is the celbrated Lee-Carter model. | ||
650 | 1 | $0MAPA20080579258$aCálculo actuarial | |
650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
650 | 1 | $0MAPA20080592011$aModelos actuariales | |
650 | 1 | $0MAPA20080599300$aTablas de mortalidad | |
650 | 1 | $0MAPA20080603120$aProcesos estocásticos | |
700 | 1 | $0MAPA20110016883$aChan, Wai-Sum | |
700 | 1 | $0MAPA20110016890$aCheung, Siu-Hun | |
773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g03/01/2011 Tomo 15 Número 1 - 2011 |