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

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<title>Structural changes in the Lee-Carter mortality indeces</title>
<subTitle> : detection and implications</subTitle>
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<namePart>Cheung, Siu-Hun</namePart>
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<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Johny Siu-Hang Li, Wai-Sum Chan, and Siu-Hun Cheung</note>
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<text>03/01/2011 Tomo 15 Número 1  - 2011 </text>
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