Add to ORKGInternational audienceThe aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic prospective tables thus built make it possible to project the evolution of the random mortality rates in the future and to quantify the systematic risk of mortality
Insurance companies are affected by many different kinds of risks. In the case of life insurance the...
The life expectancy is a statistic that depends on forecasted human mortality rates. The last two ce...
In the first part of the paper, we consider the wide range of extrapolative stochastic mortality mod...
L’objectif de ce travail est de proposer un modèle réaliste et opérationnel pour quantifier la part ...
L’objectif de ce travail est de proposer un modèle réaliste et opérationnel pour mesurer le risque s...
L’objectif de ce travail est de proposer un modèle réaliste et opérationnel pour mesurer le « risqu...
This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. lo...
The paper focuses on the study of hazard mortality rates evolution in time to front the actuarial is...
The paper focuses on the study of hazard mortality rates evolution in time to front the actuarial is...
In this thesis we investigate the structure of the generalized age-period-cohort mortality model and...
The mortality dynamics experienced in the latest decades, especially at adult and old ages, has moti...
In this paper, we take the point of view of an insurer dealing with life annuities, which aims at bu...
In the last decennium a vast literature on stochastic mortality models has been developed. All well-...
International audienceThe aim of this paper is to study the construction of prospective mortality ta...
The work aims to quantify the risk associated with the estimation of future mortality on a port- fol...
Insurance companies are affected by many different kinds of risks. In the case of life insurance the...
The life expectancy is a statistic that depends on forecasted human mortality rates. The last two ce...
In the first part of the paper, we consider the wide range of extrapolative stochastic mortality mod...
L’objectif de ce travail est de proposer un modèle réaliste et opérationnel pour quantifier la part ...
L’objectif de ce travail est de proposer un modèle réaliste et opérationnel pour mesurer le risque s...
L’objectif de ce travail est de proposer un modèle réaliste et opérationnel pour mesurer le « risqu...
This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. lo...
The paper focuses on the study of hazard mortality rates evolution in time to front the actuarial is...
The paper focuses on the study of hazard mortality rates evolution in time to front the actuarial is...
In this thesis we investigate the structure of the generalized age-period-cohort mortality model and...
The mortality dynamics experienced in the latest decades, especially at adult and old ages, has moti...
In this paper, we take the point of view of an insurer dealing with life annuities, which aims at bu...
In the last decennium a vast literature on stochastic mortality models has been developed. All well-...
International audienceThe aim of this paper is to study the construction of prospective mortality ta...
The work aims to quantify the risk associated with the estimation of future mortality on a port- fol...
Insurance companies are affected by many different kinds of risks. In the case of life insurance the...
The life expectancy is a statistic that depends on forecasted human mortality rates. The last two ce...
In the first part of the paper, we consider the wide range of extrapolative stochastic mortality mod...