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Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality

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  • Denuit, Michel
  • Haberman, Steven
  • Renshaw, Arthur

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Suggested Citation

  • Denuit, Michel & Haberman, Steven & Renshaw, Arthur, 2012. "Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality," LIDAM Discussion Papers ISBA 2012034, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2012034
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    References listed on IDEAS

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    1. Brouhns, Natacha & Denuit, Michel & Vermunt, Jeroen K., 2002. "A Poisson log-bilinear regression approach to the construction of projected lifetables," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 373-393, December.
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