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A Poisson log-bilinear regression approach to the construction of projected lifetables

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Author Info
Brouhns, Natacha
Denuit, Michel
Vermunt, Jeroen K.
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File URL: http://www.sciencedirect.com/science/article/B6V8N-479SRVG-3/2/4cfef72f5f4ba3521244fba9f5a5d9e2
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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 31 (2002)
Issue (Month): 3 (December)
Pages: 373-393
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Handle: RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393

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Web page: http://www.elsevier.com/locate/inca/505554

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  1. Katja Hanewald, 2009. "Mortality modeling: Lee-Carter and the macroeconomy," SFB 649 Discussion Papers SFB649DP2009-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  2. Richter, Andreas & Weber, Frederik, 2009. "Mortality-Indexed Annuities," Discussion Papers in Business Administration 10994, University of Munich, Munich School of Management. [Downloadable!]
  3. Katja Hanewald & Thomas Post & Helmut Gründl, 2009. "Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency," SFB 649 Discussion Papers SFB649DP2009-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  4. Heather Booth & Rob Hyndman & Leonie Tickle & Piet de Jong, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 15(9), pages 289-310, October. [Downloadable!]
    Other versions:
  5. Leora Friedberg & Anthony Webb, 2007. "Life Is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," Topics in Economic Analysis & Policy, Berkeley Electronic Press, vol. 7(1), pages 1785-1785. [Downloadable!] (restricted)
  6. Rob J Hyndman & Heather Booth, 2006. "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers 14/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Other versions:
  7. Bauer, Daniel & Weber, Frederik, 2007. "Assessing Investment and Longevity Risks within Immediate Annuities," Discussion Papers in Business Administration 1982, University of Munich, Munich School of Management. [Downloadable!]
  8. Leora Friedberg & Anthony Webb, 2006. "Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," NBER Working Papers 11984, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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