Heterogeneity of Australian population mortality and implications for a viable life annuity market
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References listed on IDEAS
- Daniel Alai & Michael Sherris, 2012. "Rethinking Age-Period-Cohort Mortality Trend Models," Working Papers 201212, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
- James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
- Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Oxford University Press, vol. 49(3), pages 403-409.
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- Govorun, Maria & Latouche, Guy & Loisel, Stéphane, 2015.
"Phase-type aging modeling for health dependent costs,"
Insurance: Mathematics and Economics,
Elsevier, vol. 62(C), pages 173-183.
- Maria Govorun & Guy Latouche & Stéphane Loisel, 2014. "Phase-type aging modeling for health dependent costs," Working Papers hal-01084274, HAL.
- Meyricke, Ramona & Sherris, Michael, 2013. "The determinants of mortality heterogeneity and implications for pricing annuities," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 379-387.
- repec:bla:ausecr:v:49:y:2016:i:4:p:483-493 is not listed on IDEAS
More about this item
KeywordsLongevity risk; Mortality heterogeneity; Frailty model; Markov ageing model; Physiological age; Annuity pricing;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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