Title of article :
Dual modelling and select mortality
Author/Authors :
Renshaw، نويسنده , , A.E. and Haberman، نويسنده , , S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
22
From page :
105
To page :
126
Abstract :
A practical means of constructing select mortality tables is described. It involves the graduation of the ultimate experience coupled with the modelling of the log crude mortality ratios for individual select experiences relative to the ultimate experience. The methodology is formulated within the generalised linear and non-linear modelling framework. The method is illustrated with reference to the UK assured livesʹ experience. An objective comparison with other methods is made.
Keywords :
Select mortality , Modelling
Journal title :
Insurance Mathematics and Economics
Serial Year :
1997
Journal title :
Insurance Mathematics and Economics
Record number :
1541413
Link To Document :
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