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Risk Classification in Life Insurance: Extension to Continuous Covariates

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  • Denuit, Michel
  • Legrand, Catherine

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  • Denuit, Michel & Legrand, Catherine, 2016. "Risk Classification in Life Insurance: Extension to Continuous Covariates," LIDAM Discussion Papers ISBA 2016045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2016045
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    References listed on IDEAS

    as
    1. Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2014. "Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 225-249.
    2. Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2014. "Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape," LIDAM Reprints ISBA 2014006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Joelle H Fong, 2015. "Beyond Age and Sex: Enhancing Annuity Pricing," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 40(2), pages 133-170, September.
    4. Denuit, Michel & Lang, Stefan, 2004. "Non-life rate-making with Bayesian GAMs," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 627-647, December.
    5. Robert Brown & Joanne McDaid, 2003. "Factors Affecting Retirement Mortality," North American Actuarial Journal, Taylor & Francis Journals, vol. 7(2), pages 24-43.
    6. Haberman, S. & Renshaw, A. E., 1990. "Generalised linear models and excess mortality from peptic ulcers," Insurance: Mathematics and Economics, Elsevier, vol. 9(1), pages 21-32, March.
    7. Kwon, Hyuk-Sung & Jones, Bruce L., 2006. "The impact of the determinants of mortality on life insurance and annuities," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 271-288, April.
    8. Gschlossl, Susanne & Schoenmaekers, Pascal & Denuit, Michel, 2011. "Risk classification in life insurance: Methodology and case study," LIDAM Reprints ISBA 2011021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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