On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling

Insurance: Mathematics and Economics

Volumn 42, Issue 2, 2008, Pages 797-816

  Renshaw, A E ^a   Haberman, S ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Joint modelling; Mortality projections; Mortality statistics; Negative binomial modelling; Over dispersion; Poisson modelling; Simulated risk

Indexed keywords

EID: 40949122786     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.08.009     Document Type: Article

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