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Structural changes in the Lee-Carter mortality indeces : detection and implications

Recurso electrónico / electronic resource
Registro MARC
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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1001 ‎$0‎MAPA20110017682‎$a‎Siu-Hang, Johny
24510‎$a‎Structural changes in the Lee-Carter mortality indeces‎$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
7001 ‎$0‎MAPA20110016883‎$a‎Chan, Wai-Sum
7001 ‎$0‎MAPA20110016890‎$a‎Cheung, Siu-Hun
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎03/01/2011 Tomo 15 Número 1 - 2011