免費 SURVIVAL MODELS IN ACTUARIAL MATHEMATICS－FROM HALLEY TO LONGEVITY RISK

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

SURVIVAL MODELS IN ACTUARIAL MATHEMATICS.pdf (245.91 KB)

2013-12-7 22:19:10 上传

SURVIVAL MODELS IN ACTUARIAL MATHEMATICS－

FROM HALLEY TO LONGEVITY RISK

Ermanno Pitacco

Dipartimento di Matematica Applicata “B. de Finetti”, University of Trieste

p.le Europa, 1 - I 34127 Trieste (Italy)

Abstract

Several contributions, which can be considered as landmarks in the evolution of　survival modelling in actuarial mathematics, are focussed. The following topics　are concerned: the development from age-discrete to age-continuous modelling,

from single-decrement to multiple-decrement models and multistate models, from　population homogeneity to population heterogeneity, from static mortality to the　analysis of mortality trends and the consequent need for mortality projections.

Finally, the paper places a special emphasis on some issues concerning actuarial　modelling in a dynamic context. So, the topic of longevity risk is dealt with,　aiming in particular to stress its peculiarity in the context of the mortality risks

borne by an insurer (or a pension plan).

Keywords

Early actuarial models, Mortality laws, Multistate models, Heterogeneity, Mortality

trends, Projections, Longevity risk

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：mathematics Mathematic Actuarial Longevity Thematic University concerned following survival

thanks for sharing。。。。

顶一个！多谢楼主。。。