This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Modelling stochastic mortality for dependent lives

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Elisa Luciano
Jaap Spreeuw
Elena Vigna

Additional information is available for the following registered author(s):

Abstract

Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to rep- resent mortality risk. This paper represents a .rst attempt to model the mortality risk of couples of individuals, according to the stochastic inten- sity approach. We extend to couples the Cox processes set up, namely the idea that mortality is driven by a jump process whose intensity is itself a stochastic process, proper of a particular generation within each gen- der. Dependence between the survival times of the members of a couple is captured by an Archimedean copula. We also provide a methodology for fitting the joint survival function by working separately on the (analytical) copula and the (analytical) mar- gins. First, we calibrate and select the best fit copula according to the methodology of Wang and Wells (2000b) for censored data. Then, we provide a sample-based calibration for the intensity, using a time- homogeneous, non mean-reverting, affine process: this gives the marginal survival functions. By coupling the best fit copula with the calibrated mar- gins we obtain a joint survival function which incorporates the stochastic nature of mortality improvements. Several measures of time dependent association can be computed out of it. We apply the methodology to a well known insurance dataset, using a sample generation. The best fit copula turns out to be a Nelsen one, which implies not only positive dependency, but dependency increasing with age.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.carloalberto.org/files/no.43.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Collegio Carlo Alberto in its series Carlo Alberto Notebooks with number 43.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 38 pages
Date of creation: 2007
Date of revision:
Handle: RePEc:cca:wpaper:43

Contact details of provider:
Postal: Via Real Collegio, 30, 10024 Moncalieri (To)
Phone: +390116705000
Fax: +390116476847
Email:
Web page: http://www.carloalberto.org/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Giovanni Bert).

Related research
Keywords: stochastic mortality; bivariate mortality; copula functions; longevity risk.;

Other versions of this item:

Find related papers by JEL classification:
G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Christian Genest & Jean-François Quessy & Bruno Rémillard, 2006. "Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 33(2), pages 337-366. [Downloadable!] (restricted)
  2. Elisa Luciano & Elena Vigna, 2005. "Non mean reverting affine processes for stochastic mortality," ICER Working Papers - Applied Mathematics Series 4-2005, ICER - International Centre for Economic Research. [Downloadable!]
    Other versions:
  3. Schrager, David F., 2006. "Affine stochastic mortality," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 81-97, February. [Downloadable!] (restricted)
  4. Manatunga, Amita K. & Oakes, David, 1996. "A Measure of Association for Bivariate Frailty Distributions," Journal of Multivariate Analysis, Elsevier, vol. 56(1), pages 60-74, January. [Downloadable!] (restricted)
  5. Darrell Duffie & Jun Pan & Kenneth Singleton, 2000. "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," Econometrica, Econometric Society, vol. 68(6), pages 1343-1376, November.
  6. Milevsky, Moshe A. & David Promislow, S., 2001. "Mortality derivatives and the option to annuitise," Insurance: Mathematics and Economics, Elsevier, vol. 29(3), pages 299-318, December. [Downloadable!] (restricted)
  7. Biffis, Enrico, 2005. "Affine processes for dynamic mortality and actuarial valuations," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 443-468, December. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Daron Acemoglu & Davide Ticchi & Andrea Vindigni, 2008. "A Theory of Military Dictatorships," Carlo Alberto Notebooks 74, Collegio Carlo Alberto. [Downloadable!]
    Other versions:
  2. Esteban Jaimovich, 2007. "Sectoral Differentiation, Allocation of Talent, and Financial Development," Carlo Alberto Notebooks 59, Collegio Carlo Alberto, revised 2009. [Downloadable!]
  3. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2007. "Learning and Disagreement in an Uncertain World," Carlo Alberto Notebooks 48, Collegio Carlo Alberto. [Downloadable!]
    Other versions:
  4. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto. [Downloadable!]
  5. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007. "Revealed Ambiguity and Its Consequences: Updating," Carlo Alberto Notebooks 44, Collegio Carlo Alberto. [Downloadable!]
  6. Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto. [Downloadable!]
  7. Russell Gerrard & Bjarne Højgaard & Elena Vigna, 2008. "Choosing the Optimal Annuitization Time Post Retirement," Carlo Alberto Notebooks 76, Collegio Carlo Alberto. [Downloadable!]
  8. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality in a Multiple Prior Model," Carlo Alberto Notebooks 73, Collegio Carlo Alberto, revised 2008. [Downloadable!]
Statistics
Access and download statistics

Did you know? No RePEc service, like IDEAS, charges for the use or the display of bibliographic data.

This page was last updated on 2009-11-30.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.