Mesure de l'incertitude tendancielle sur la mortalité – application à un régime de rentes

The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic prospective tables thus built make it possible to project the evolution of the random mortality rates in the future and to quantify the systematic risk of mortality.

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Year of publication:	2007-10-01
Authors:	Planchet, Frédéric ; Juillard, Marc
Institutions:	HAL

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Language:	French
Notes:	View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00443030/en/ Published, Assurances et Gestion des Risques, 2007, 75, 3, 1...10
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008791077