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
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