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Longevity Studies Based on Kernel Hazard Estimation

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  • Felipe, Angie

    (Department of Finance, Aarhus School of Business)

  • Guillen, Montserrat

    (Department of Finance, Aarhus School of Business)

  • Perch Nielsen, Jens

    (Codan)

Abstract

No abstract is available for this item.

Suggested Citation

  • Felipe, Angie & Guillen, Montserrat & Perch Nielsen, Jens, 2000. "Longevity Studies Based on Kernel Hazard Estimation," Finance Working Papers 00-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    • Handle: RePEc:hhb:aarfin:2000_003
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    References listed on IDEAS

    as
    1. Renshaw, A. E. & Haberman, S., 1997. "Dual modelling and select mortality," Insurance: Mathematics and Economics, Elsevier, vol. 19(2), pages 105-126, April.
    2. Macdonald, A.S. & Cairns, A.J.G. & Gwilt, P.L. & Miller, K.A., 1998. "An International Comparison of Recent Trends in Population Mortality," British Actuarial Journal, Cambridge University Press, vol. 4(1), pages 3-141, April.
    3. Macdonald, A.S., 1996. "An Actuarial Survey of Statistical Models for Decrement and Transition Data, III. Counting Process Models," British Actuarial Journal, Cambridge University Press, vol. 2(3), pages 703-726, August.
    4. Gavin, John & Haberman, Steven & Verrall, Richard, 1993. "Moving weighted average graduation using kernel estimation," Insurance: Mathematics and Economics, Elsevier, vol. 12(2), pages 113-126, April.
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    Cited by:

    1. Hupfeld, Stefan, 2009. "Rich and healthy--better than poor and sick?: An empirical analysis of income, health, and the duration of the pension benefit spell," Journal of Health Economics, Elsevier, vol. 28(2), pages 427-443, March.
    2. Jorge M. Uribe & Helena Chuliá & Montserrat Guillen, 2018. "Trends in the Quantiles of the Life Table Survivorship Function," European Journal of Population, Springer;European Association for Population Studies, vol. 34(5), pages 793-817, December.
    3. Montserrat Guillen & Antoni Vidiella‐i‐Anguera, 2005. "Forecasting Spanish Natural Life Expectancy," Risk Analysis, John Wiley & Sons, vol. 25(5), pages 1161-1170, October.
    4. Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015. "Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions," Working Papers 2015-03, Universitat de Barcelona, UB Riskcenter.

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