• Title of article

    Survival models in a dynamic context: a survey

  • Author/Authors

    Pitacco، نويسنده , , Ermanno، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    20
  • From page
    279
  • To page
    298
  • Abstract
    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).
  • Keywords
    Mortality Trends , Forecasting mortality , Projected life tables , Longevity risk
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    2004
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1542812