User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

Distribution of the random future life expectancies in log-bilinear mortality projection models

Primary tabs

Denuit, Michel [UCL]
Document type Article de périodique (Journal article) – Article de recherche
Publication date 2007
Language Anglais
Journal information "Lifetime Data Analysis : an international journal devoted to the methods and applications of reliability and survival analysis" - Vol. 13, no. 3, p. 381-397 (2007)
Peer reviewed yes
Publisher Springer New York LLC ((United States) New York)
issn 1380-7870
Publication status Publié
Affiliation Louvain School of Management
Links
  1. Booth H (2006). Demographic forecasting: 1980 to 2005 in review. Int J Forecast 22: 547–581
  2. Brouhns N, Denuit M and Keilegom I (2005). Bootstrapping the Poisson log-bilinear model for mortality projection. Scand Act J 2005: 212–224
  3. Brouhns N, Denuit M and Vermunt JK (2002). A Poisson log-bilinear approach to the construction of projected lifetables. Insur Math Econ 31: 373–393
  4. Brouhns N, Denuit M and Vermunt JK (2002). Measuring the longevity risk in mortality projections. Bull Swiss Assoc Actuaries 2002: 105–130
  5. Denuit M and Dhaene J (2007). Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projections. Comput Appl Math 203: 169–176
  6. Denuit M, Frostig E (2007) Prudential rules for life annuity pricing and reserving. Institut des Sciences Actuarielles, Université Catholique de Louvain, Louvain-la-Neuve, Belgium, Memo 07-02
  7. Denuit M., Dhaene J., Goovaerts M., Kaas R., Actuarial Theory for Dependent Risks : Measures, Orders and Models, ISBN:9780470016459, 10.1002/0470016450
  8. Dhaene J, Denuit M, Goovaerts MJ, Kaas R and Vyncke D (2002). The concept of comonotonicity in actuarial science and finance: theory. Insur Math Econ 31: 3–33
  9. Dhaene J, Denuit M, Goovaerts MJ, Kaas R and Vyncke D (2002). The concept of comonotonicity in actuarial science and finance: applications. Insur Math Econ 31: 133–161
  10. Koissi MC, Shapiro AF and Högnäs G (2006). Evaluating and extending the Lee–Carter model for mortality forecasting: bootstrap confidence intervals. Insur Math Econ 38: 1–20
  11. Lee Ronald, The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications, 10.1080/10920277.2000.10595882
  12. Lee RD and Carter L (1992). Modelling and forecasting the time series of US mortality. J Am Stat Assoc 87: 659–671
  13. Pitacco E (2004). Survival models in a dynamic context: a survey. Insur Math Econ 35: 279–298
  14. Wong-Fupuy Carlos, Haberman Steven, Projecting Mortality Trends : Recent Developments in the United Kingdom and the United States, 10.1080/10920277.2004.10596137
Bibliographic reference Denuit, Michel. Distribution of the random future life expectancies in log-bilinear mortality projection models. In: Lifetime Data Analysis : an international journal devoted to the methods and applications of reliability and survival analysis, Vol. 13, no. 3, p. 381-397 (2007)
Permanent URL http://hdl.handle.net/2078/16875