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Book Cover
Author Pitacco, Ermanno.

Title Modelling Longevity Dynamics for Pensions and Annuity Business
Published Oxford : OUP Oxford, 2009
Online access available from:
ProQuest Ebook Central Subscription Collection    View Resource Record  


Description 1 online resource (416 pages)
Contents 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
Summary 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
Notes Print version record
Subject Life insurance.
Social sciences.
Form Electronic book
Author Denuit, M. (Michel)
Haberman, Steven.
Olivieri, Annamaria, 1968-
ISBN 0191563153 (electronic bk.)
9780191563157 (electronic bk.)