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Modelling longevity dynamics for pensions and annuity business / Ermanno Pitacco [and others].

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Format:
Book
Author/Creator:
Pitacco, Ermanno, author.
Series:
Oxford scholarship online.
Oxford scholarship online
Language:
English
Subjects (All):
Life insurance--Mathematics.
Life insurance.
Mortality--Tables.
Mortality.
Physical Description:
1 online resource (416 p.)
Place of Publication:
Oxford : Oxford University Press, 2023.
Language Note:
English
Summary:
This text provides 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.
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
Notes:
Formerly CIP.
Previously issued in print: 2009.
Includes bibliographical references and index.
Derived record based on print version record and publisher information.
Description based on publisher supplied metadata and other sources.
ISBN:
1-383-04530-5
0-19-160942-0
1-281-98550-3
9786611985509
0-19-156315-3
OCLC:
437093889

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