Modelling longevity dynamics for pensions and annuity business

Ermanno Pitacco ...

A text aimed at researchers and postgraduates actuarial science, statistics, and actuarial mathematics providing a comprehensive and detailed description of statistical methods for projecting mortality, and an extensive discussion of some important issues concerning the longevity risk in the area of life annuities and pension benefits. - ;Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations c

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Year of publication:	2009
Other Persons:	Pitacco, Ermanno (contributor) ; Denuit, Michel (contributor) ; Haberman, Steven (contributor) ; Olivieri, Annamaria (contributor)
Publisher:	Oxford : Oxford University Press
Subject:	Lebensversicherung \| Life insurance \| Sterblichkeit \| Mortality \| Versicherungsmathematik \| Actuarial mathematics \| Theorie \| Theory \| Modellierung
Description of contents:	Table of Contents [external.dandelon.com] ; Description [zbmath.org]

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Extent:	Online-Ressource (xix, 395 p.) ill
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references (p. [373]-387) and index Preface; Contents; 1 Life annuities; 2 The basic mortality model; 3 Mortality trends during the 20th century; 4 Forecasting mortality: an introduction; 5 Forecasting mortality: applications and examples of age-period models; 6 Forecasting mortality: applications and examples of age-period-cohort models; 7 The longevity risk: actuarial perspectives; References; Index
ISBN:	978-0-19-954727-2 ; 978-1-281-98550-7 ; 978-0-19-156315-7 ; 0-19-156315-3 ; 978-0-19-156315-7 ; 0-19-954727-0 ; 978-0-19-954727-2
Classification:	Methoden und Techniken der Betriebswirtschaft ; Mathematische Statistik ; Wahrscheinlichkeitsrechnung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014292620