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Structural changes in the Lee-Carter mortality indeces : detection and implications
Recurso electrónico / electronic resource
MAP20110036140
Siu-Hang, Johny ‌
Structural changes in the Lee-Carter mortality indeces : detection and implications / Johny Siu-Hang Li, Wai-Sum Chan, and Siu-Hun Cheung
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
En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 03/01/2011 Tomo 15 Número 1 - 2011
1. Cálculo actuarial ‌. 2. Matemática del seguro ‌. 3. Modelos actuariales ‌. 4. Tablas de mortalidad ‌. 5. Procesos estocásticos ‌. I. Chan, Wai-Sum ‌. II. Cheung, Siu-Hun ‌. III. Título.