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Survival models in a dynamic context: a survey [An article from: Insurance Mathematics and Economics]
Book Details
Author(s)
E. Pitacco
Publisher
Elsevier
ISBN / ASIN
B000RQYIFU
ISBN-13
978B000RQYIF2
Availability
Available for download now
Marketplace
United States 🇺🇸
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Description
This digital document is a journal article from Insurance Mathematics and Economics, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
Several contributions, which can be considered as landmarks in the evolution of dynamic mortality modeling in actuarial mathematics, are focussed. Modern contributions to this topic and research in progress are then dealt with. The paper places a special emphasis on some issues concerning longevity risk, aiming in particular to stress its peculiarity within the context of the mortality risks borne by an insurer (or a pension plan).
Description:
Several contributions, which can be considered as landmarks in the evolution of dynamic mortality modeling in actuarial mathematics, are focussed. Modern contributions to this topic and research in progress are then dealt with. The paper places a special emphasis on some issues concerning longevity risk, aiming in particular to stress its peculiarity within the context of the mortality risks borne by an insurer (or a pension plan).
