Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts

Insurance: Mathematics and Economics

Volumn 42, Issue 3, 2008, Pages 1062-1066

  Blake, David ^a   Dowd, Kevin ^b   Cairns, Andrew J G ^c  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^c MAXWELL INSTITUTE FOR MATHEMATICAL SCIENCES   (United Kingdom)

Author keywords

Cairns Blake Dowd model; Fan charts; Longevity risk; Mortality; Survival rates; Toxic tail

Indexed keywords

EID: 43849085958     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2008.01.003     Document Type: Article

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