On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling
This paper provides a comparative study of simulation strategies for assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in both period and cohort frameworks.
| Year of publication: |
2008
|
|---|---|
| Authors: | Renshaw, A.E. ; Haberman, S. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 42.2008, 2, p. 797-816
|
| Publisher: |
Elsevier |
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