Several contributions, which can be considered as landmarks in the evolution of dynamic mortality modeling in actuarial mathematics, are focussed. Modern contributions to this topic and research in progress are then dealt with. The paper places a special emphasis on some issues concerning longevity risk, aiming in particular to stress its peculiarity within the context of the mortality risks borne by an insurer (or a pension plan)
The life expectancy is a statistic that depends on forecasted human mortality rates. The last two ce...
The temporal change of the mortality structure forced actuaries to adopt a prospective vision of the...
ABSTRACT This paper aimed to apply (dynamic and static) actuarial models to calculate the balanced c...
Several contributions, which can be considered as landmarks in the evolution of survival modelling i...
Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annui...
This cumulative dissertation contributes to the field of longevity risk, i.e. the risk of people liv...
This book deals with some very important topics in the field of actuarial mathematics and life insur...
In Europe, statistical evidence shows a decline in human mortality over the 20th century. The growin...
In this thesis we deal with the longevity risk originating from the uncertain future evolution of mo...
In this thesis we investigate the structure of the generalized age-period-cohort mortality model and...
The paper focuses on the study of hazard mortality rates evolution in time to front the actuarial is...
The study focuses on the quantitative risk analysis of a pension scheme referred to a portfolio of b...
This paper proposes a stochastic mortality model featuring both permanent longevity jump and tempora...
In this article we review the state of play in the use of stochastic models for the measurement and ...
The paper focuses on the study of hazard mortality rates evolution in time to front the actuarial is...
The life expectancy is a statistic that depends on forecasted human mortality rates. The last two ce...
The temporal change of the mortality structure forced actuaries to adopt a prospective vision of the...
ABSTRACT This paper aimed to apply (dynamic and static) actuarial models to calculate the balanced c...
Several contributions, which can be considered as landmarks in the evolution of survival modelling i...
Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annui...
This cumulative dissertation contributes to the field of longevity risk, i.e. the risk of people liv...
This book deals with some very important topics in the field of actuarial mathematics and life insur...
In Europe, statistical evidence shows a decline in human mortality over the 20th century. The growin...
In this thesis we deal with the longevity risk originating from the uncertain future evolution of mo...
In this thesis we investigate the structure of the generalized age-period-cohort mortality model and...
The paper focuses on the study of hazard mortality rates evolution in time to front the actuarial is...
The study focuses on the quantitative risk analysis of a pension scheme referred to a portfolio of b...
This paper proposes a stochastic mortality model featuring both permanent longevity jump and tempora...
In this article we review the state of play in the use of stochastic models for the measurement and ...
The paper focuses on the study of hazard mortality rates evolution in time to front the actuarial is...
The life expectancy is a statistic that depends on forecasted human mortality rates. The last two ce...
The temporal change of the mortality structure forced actuaries to adopt a prospective vision of the...
ABSTRACT This paper aimed to apply (dynamic and static) actuarial models to calculate the balanced c...