Centro de Documentacion de Fundación MAPFRE - Structural changes in the Lee-Carter mortality indeces : detection and implications

Notas: Sumario: In 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.Registros relacionados: En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 03/01/2011 Tomo 15 Número 1 - 2011 Materia / lugar / evento: Cálculo actuarial Matemática del seguro Modelos actuariales Tablas de mortalidad Procesos estocásticos Otros autores: Chan, Wai-Sum
Cheung, Siu-Hun
Otras clasificaciones: 6

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