메뉴 건너뛰기




Volumn 35, Issue 2 SPEC. ISS., 2004, Pages 279-298

Survival models in a dynamic context: A survey

Author keywords

Forecasting mortality; Longevity risk; Mortality trends; Projected life tables

Indexed keywords


EID: 4644239971     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.04.001     Document Type: Article
Times cited : (81)

References (69)
  • 2
    • 4644333651 scopus 로고
    • Some further experiments in the use of the incomplete gamma function for the calculation of actuarial functions
    • Beard R.E. Some further experiments in the use of the incomplete gamma function for the calculation of actuarial functions Journal of the Institute of Actuaries 78 1952 341-353
    • (1952) Journal of the Institute of Actuaries , vol.78 , pp. 341-353
    • Beard, R.E.1
  • 3
    • 0001453815 scopus 로고
    • Note on some mathematical mortality models
    • Wolstenholme, C.E.W., Connor, M.O. (Eds.) Boston
    • Beard, R.E., 1959. Note on some mathematical mortality models. In: Wolstenholme, C.E.W., Connor, M.O. (Eds.), The Lifespan of Animals, CIBA Foundation Colloquia on Ageing, vol. 5. Boston, pp. 302-311
    • (1959) The Lifespan of Animals, CIBA Foundation Colloquia on Ageing , vol.5 , pp. 302-311
    • Beard, R.E.1
  • 4
    • 0009216992 scopus 로고
    • Sone aspects of theories of mortality, cause of death analysis, forecasting and stochastic processes
    • Brass, W. (Ed.) Taylor and Francis, London
    • Beard, R.E., 1971. Sone aspects of theories of mortality, cause of death analysis, forecasting and stochastic processes. In: Brass, W. (Ed.), Biological Aspects of Demography. Taylor and Francis, London, pp. 57-68
    • (1971) Biological Aspects of Demography , pp. 57-68
    • Beard, R.E.1
  • 6
    • 84977779712 scopus 로고
    • Sulle tavole di mortalità variabili col tempo
    • Blaschke E. Sulle tavole di mortalità variabili col tempo Giornale di Matematica Finanziaria 5 1923 1-31
    • (1923) Giornale Di Matematica Finanziaria , vol.5 , pp. 1-31
    • Blaschke, E.1
  • 7
    • 0001013994 scopus 로고
    • Essai sur la mortalité "biologique" de l'homme
    • Bourgeois-Pichat J. Essai sur la mortalité "biologique" de l'homme Population 73 1952 381-394
    • (1952) Population , vol.7 , Issue.3 , pp. 381-394
    • Bourgeois-Pichat, J.1
  • 9
    • 4644355622 scopus 로고    scopus 로고
    • Risque de longévité et rentes viagères. II. Tables de mortalité prospectives pour la population belge
    • Brouhns N. Denuit M. Risque de longévité et rentes viagères. II. Tables de mortalité prospectives pour la population belge Belgian Actuarial Bulletin 2 2002 49-63
    • (2002) Belgian Actuarial Bulletin , vol.2 , pp. 49-63
    • Brouhns, N.1    Denuit, M.2
  • 10
    • 0037146860 scopus 로고    scopus 로고
    • A Poisson log-bilinear approach to the construction of projected lifetables
    • Brouhns N. Denuit M. Vermunt J.K. A Poisson log-bilinear approach to the construction of projected lifetables Insurance: Mathematics and Economics 313 2002 373-393
    • (2002) Insurance: Mathematics and Economics , vol.31 , Issue.3 , pp. 373-393
    • Brouhns, N.1    Denuit, M.2    Vermunt, J.K.3
  • 12
    • 4644355621 scopus 로고    scopus 로고
    • Approaches and experiences in projecting mortality patterns for the oldest-old
    • Buettner T. Approaches and experiences in projecting mortality patterns for the oldest-old North American Actuarial Journal 63 2002 14-25
    • (2002) North American Actuarial Journal , vol.6 , Issue.3 , pp. 14-25
    • Buettner, T.1
  • 13
    • 4644366214 scopus 로고    scopus 로고
    • Application of frailty-based mortality models to insurance data
    • Actuarial Research Paper No. 142. Department of Actuarial Science and Statistics, City University, London
    • Butt, Z., Haberman, S., 2002. Application of frailty-based mortality models to insurance data, Actuarial Research Paper No. 142. Department of Actuarial Science and Statistics, City University, Londona
    • (2002)
    • Butt, Z.1    Haberman, S.2
  • 14
    • 0034649483 scopus 로고    scopus 로고
    • A discussion of parameter and model uncertainty in insurance
    • Cairns A.J.G. A discussion of parameter and model uncertainty in insurance Insurance: Mathematics and Economics 273 2000 313-330
    • (2000) Insurance: Mathematics and Economics , vol.27 , Issue.3 , pp. 313-330
    • Cairns, A.J.G.1
  • 15
    • 0030533381 scopus 로고    scopus 로고
    • Forecasting U.S. mortality: A comparison of Box-Jenkins ARIMA and structural time series models
    • Carter L. Forecasting U.S. mortality: a comparison of Box-Jenkins ARIMA and structural time series models The Sociological Quarterly 371 1996 127-144
    • (1996) The Sociological Quarterly , vol.37 , Issue.1 , pp. 127-144
    • Carter, L.1
  • 16
    • 4644270995 scopus 로고
    • CMIR10 (Continuous Mortality Investigation Reports) Institute of Actuaries and Faculty of Actuaries
    • CMIR10 (Continuous Mortality Investigation Reports), 1990. Institute of Actuaries and Faculty of Actuaries
    • (1990)
  • 17
    • 4644264638 scopus 로고    scopus 로고
    • CMIR17 (Continuous Mortality Investigation Reports) Institute of Actuaries and Faculty of Actuaries
    • CMIR17 (Continuous Mortality Investigation Reports), 1999. Institute of Actuaries and Faculty of Actuariesa
    • (1999)
  • 18
    • 0025587026 scopus 로고
    • Defects in data on old age mortality in the United States: New procedures for calculating approximately accurate mortality schedules and life tables at the highest ages
    • Coale A. Kisker E.E. Defects in data on old age mortality in the United States: new procedures for calculating approximately accurate mortality schedules and life tables at the highest ages Asian and Pacific Population Forum 4 1990 1-31
    • (1990) Asian and Pacific Population Forum , vol.4 , pp. 1-31
    • Coale, A.1    Kisker, E.E.2
  • 19
    • 0002787431 scopus 로고    scopus 로고
    • Risk sources in a life annuity portfolio: Decomposition and measurement tools
    • Coppola M. Di Lorenzo E. Sibillo M. Risk sources in a life annuity portfolio: decomposition and measurement tools Journal of Actuarial Practice 81-2 2000 43-61
    • (2000) Journal of Actuarial Practice , vol.8 , Issue.1-2 , pp. 43-61
    • Coppola, M.1    Di Lorenzo, E.2    Sibillo, M.3
  • 20
    • 0003885046 scopus 로고
    • Mortality variations in Sweden: A study in graduation and forecasting
    • Cramér H. Wold H. Mortality variations in Sweden: a study in graduation and forecasting Skandinavisk Aktuarietidskrift 18 1935 161-241
    • (1935) Skandinavisk Aktuarietidskrift , vol.18 , pp. 161-241
    • Cramér, H.1    Wold, H.2
  • 26
    • 85011128702 scopus 로고    scopus 로고
    • Forecasting changes in mortality: A search for a law of causes and effects
    • Gutterman S. Vanderhoof I.T. Forecasting changes in mortality: a search for a law of causes and effects North American Actuarial Journal 2 1998 135-138
    • (1998) North American Actuarial Journal , vol.2 , pp. 135-138
    • Gutterman, S.1    Vanderhoof, I.T.2
  • 27
    • 4644264637 scopus 로고    scopus 로고
    • Landmarks in the history of actuarial science (up to 1919)
    • Actuarial Research Paper No. 84. Department of Actuarial Science and Statistics, City University, London
    • Haberman, S., 1996. Landmarks in the history of actuarial science (up to 1919), Actuarial Research Paper No. 84. Department of Actuarial Science and Statistics, City University, Londons
    • (1996)
    • Haberman, S.1
  • 29
    • 4644373666 scopus 로고
    • On the early history of life insurance mathematics
    • Hald, A., 1987. On the early history of life insurance mathematics. Scandinavian Actuarial Journal 1, 4-18
    • (1987) Scandinavian Actuarial Journal , vol.1 , pp. 4-18
    • Hald, A.1
  • 31
    • 4644321224 scopus 로고    scopus 로고
    • HLD Max Planck Institute for Demographic Research, Rostock (Germany), Department of Demography at the University of California, Berkeley (USA), and the Institut National d'Étude Démographiques, Paris (France)
    • HLD, 2004. Human Life-Table Database, Max Planck Institute for Demographic Research, Rostock (Germany), Department of Demography at the University of California, Berkeley (USA), and the Institut National d'Étude Démographiques, Paris (France). http://www.lifetable.de
    • (2004) Human Life-Table Database
  • 32
    • 0042178366 scopus 로고    scopus 로고
    • HMD University of California, Berkeley (USA), and Max Planck Institute for Demographic Research, Rostock (Germany). or http://www.humanmortality.de
    • HMD, 2004. Human Mortality Database, University of California, Berkeley (USA), and Max Planck Institute for Demographic Research, Rostock (Germany). http://www.mortality.org or http://www.humanmortality.de
    • (2004) Human Mortality Database
  • 33
    • 0032198807 scopus 로고    scopus 로고
    • Deceleration in the age pattern of mortality at older ages
    • Horiuchi S. Wilmoth J.R. Deceleration in the age pattern of mortality at older ages Demography 354 1998 391-412
    • (1998) Demography , vol.35 , Issue.4 , pp. 391-412
    • Horiuchi, S.1    Wilmoth, J.R.2
  • 34
    • 0000032111 scopus 로고
    • Choice of functions for mortality analysis: Effective forecasting depends on a minimum parameter representation
    • Keyfitz N. Choice of functions for mortality analysis: effective forecasting depends on a minimum parameter representation Theoretical Population Biology 21 1982 329-352
    • (1982) Theoretical Population Biology , vol.21 , pp. 329-352
    • Keyfitz, N.1
  • 36
    • 85011210153 scopus 로고    scopus 로고
    • The Lee-Carter method for forecasting mortality, with various extensions and applications
    • Lee R.D. The Lee-Carter method for forecasting mortality, with various extensions and applications North American Actuarial Journal 41 2000 80-93
    • (2000) North American Actuarial Journal , vol.4 , Issue.1 , pp. 80-93
    • Lee, R.D.1
  • 38
    • 0141787765 scopus 로고    scopus 로고
    • Mortality among the elderly in Sweden 1988-1997
    • Lindbergson, M., 2001. Mortality among the elderly in Sweden 1988-1997. Scandinavian Actuarial Journal 1, 79-94
    • (2001) Scandinavian Actuarial Journal , vol.1 , pp. 79-94
    • Lindbergson, M.1
  • 41
    • 4644365815 scopus 로고
    • Über die Bedeutung der Verlängerung der Lebensdauer für die Berechnung der Leibrenten
    • Berlin
    • Nordenmark, N.V.E. 1906. Über die Bedeutung der Verlängerung der Lebensdauer für die Berechnung der Leibrenten. In: Transactions of the Fifth International Congress of Actuaries, vol. 1, Berlin, pp. 421-430
    • (1906) Transactions of the Fifth International Congress of Actuaries , vol.1 , pp. 421-430
    • Nordenmark, N.V.E.1
  • 42
    • 0011994739 scopus 로고    scopus 로고
    • Uncertainty in mortality projections: An actuarial perspective
    • Olivieri A. Uncertainty in mortality projections: an actuarial perspective Insurance: Mathematics and Economics 292 2001 231-245
    • (2001) Insurance: Mathematics and Economics , vol.29 , Issue.2 , pp. 231-245
    • Olivieri, A.1
  • 43
    • 4644261211 scopus 로고    scopus 로고
    • Premium systems for post-retirement sickness covers
    • Olivieri A. Pitacco E. Premium systems for post-retirement sickness covers Belgian Actuarial Bulletin 2 2002 15-25
    • (2002) Belgian Actuarial Bulletin , vol.2 , pp. 15-25
    • Olivieri, A.1    Pitacco, E.2
  • 46
    • 0343954446 scopus 로고
    • Modelli di mortalità
    • F. Angeli Editore, Milano
    • Petrioli, L., Berti, M., 1979. Modelli di mortalità, F. Angeli Editore, Milano
    • (1979)
    • Petrioli, L.1    Berti, M.2
  • 47
    • 4644367563 scopus 로고    scopus 로고
    • Longevity risks in living benefits
    • Fornero, E., Luciano, E. (Eds.) Edward Elgar, Cheltenham
    • Pitacco, E., 2004. Longevity risks in living benefits. In: Fornero, E., Luciano, E. (Eds.), Developing an Annuity Market in Europe, Edward Elgar, Cheltenham, pp. 132-167
    • (2004) Developing an Annuity Market in Europe , pp. 132-167
    • Pitacco, E.1
  • 48
    • 84976044517 scopus 로고
    • Methods of forecasting mortality using Australian data
    • Pollard A.H. Methods of forecasting mortality using Australian data Journal of the Institute of Actuaries 75 1949 151-182
    • (1949) Journal of the Institute of Actuaries , vol.75 , pp. 151-182
    • Pollard, A.H.1
  • 49
    • 3342956439 scopus 로고
    • Projection of age-specific mortality rates
    • Pollard J.H. Projection of age-specific mortality rates Population Bulletin of the UN 21-22 1987 55-69
    • (1987) Population Bulletin of the UN , vol.21-22 , pp. 55-69
    • Pollard, J.H.1
  • 50
    • 4644272777 scopus 로고
    • Essai de mise au point d'un modèle représentatif de l'évolution de la mortalité humaine
    • Zürich-Lausanne
    • Poulin, C., 1980. Essai de mise au point d'un modèle représentatif de l'évolution de la mortalité humaine. In: Transactions of the 21st International Congress of Actuaries, Zürich-Lausanne, vol. 2, pp. 205-211
    • (1980) Transactions of the 21st International Congress of Actuaries , vol.2 , pp. 205-211
    • Poulin, C.1
  • 51
    • 0001340214 scopus 로고    scopus 로고
    • The modelling of recent mortality trends in United Kingdom male assured lives
    • Renshaw, A.E., Haberman, S., 1996. The modelling of recent mortality trends in United Kingdom male assured lives, British Actuarial Journal 2, 449-477
    • (1996) British Actuarial Journal , vol.2 , pp. 449-477
    • Renshaw, A.E.1    Haberman, S.2
  • 52
    • 4243451588 scopus 로고    scopus 로고
    • Modelling for mortality reduction factors
    • Actuarial Research Paper No. 127. Department of Actuarial Science and Statistics, City University, London
    • Renshaw, A.E., Haberman, S., 2000. Modelling for mortality reduction factors, Actuarial Research Paper No. 127. Department of Actuarial Science and Statistics, City University, London
    • (2000)
    • Renshaw, A.E.1    Haberman, S.2
  • 54
    • 0042907424 scopus 로고    scopus 로고
    • Lee-Carter mortality forecasting, a parallel generalized linear modelling approach for England and Wales mortality projections
    • Renshaw A.E. Haberman S. Lee-Carter mortality forecasting, a parallel generalized linear modelling approach for England and Wales mortality projections Applied Statistics 52 2003b 119-137
    • (2003) Applied Statistics , vol.52 , pp. 119-137
    • Renshaw, A.E.1    Haberman, S.2
  • 55
    • 0242339726 scopus 로고    scopus 로고
    • Lee-Carter mortality forecasting with age specific enhancement
    • Renshaw A.E. Haberman S. Lee-Carter mortality forecasting with age specific enhancement Insurance: Mathematics and Economics 332 2003c 255-272
    • (2003) Insurance: Mathematics and Economics , vol.33 , Issue.2 , pp. 255-272
    • Renshaw, A.E.1    Haberman, S.2
  • 56
    • 4644362142 scopus 로고    scopus 로고
    • Mortality trends worldwide, Risk Insights
    • Rüttermann M. Mortality trends worldwide, Risk Insights General and Cologne RE 34 1999 18-20
    • (1999) General and Cologne RE , vol.3 , Issue.4 , pp. 18-20
    • Rüttermann, M.1
  • 57
    • 0034649488 scopus 로고    scopus 로고
    • An investigation into parametric models for mortality projections, with applications to immediate annuitants and life office pensioners' data
    • Sithole T.Z. Haberman S. Verrall R.J. An investigation into parametric models for mortality projections, with applications to immediate annuitants and life office pensioners' data Insurance: Mathematics and Economics 273 2000 285-312
    • (2000) Insurance: Mathematics and Economics , vol.27 , Issue.3 , pp. 285-312
    • Sithole, T.Z.1    Haberman, S.2    Verrall, R.J.3
  • 59
    • 4644365414 scopus 로고
    • 1994 Group Annuity Mortality Table and 1994 Group Annuity Reserving Table
    • Society of Actuaries Group Annuity Valuation Table Task Force
    • Society of Actuaries Group Annuity Valuation Table Task Force, 1995. 1994 Group Annuity Mortality Table and 1994 Group Annuity Reserving Table. Transactions of the Society of Actuaries 47, 865-913
    • (1995) Transactions of the Society of Actuaries , vol.47 , pp. 865-913
  • 60
    • 4644355192 scopus 로고
    • Basic concepts in life assurance mathematics
    • Sverdrup E. Basic concepts in life assurance mathematics Skandinavisk Aktuarietidskrift 3-4 1952 115-131
    • (1952) Skandinavisk Aktuarietidskrift , vol.3-4 , pp. 115-131
    • Sverdrup, E.1
  • 61
    • 4644329775 scopus 로고    scopus 로고
    • Forecasting mortality in developed countries
    • (Eds.) Kluwer Academic Publishers
    • Tabeau, E., van den Berg Jeths, A., Heathcote, C. (Eds.), 2001. Forecasting mortality in developed countries. Kluwer Academic Publishers
    • (2001)
    • Tabeau, E.1    van den Berg Jeths, A.2    Heathcote, C.3
  • 62
    • 0033248082 scopus 로고    scopus 로고
    • The long-term pattern of adult mortality and the highest attained age
    • Thatcher A.R. The long-term pattern of adult mortality and the highest attained age Journal of the Royal Statistical Society A 162 1999 5-43
    • (1999) Journal of the Royal Statistical Society A , vol.162 , pp. 5-43
    • Thatcher, A.R.1
  • 63
    • 85011229240 scopus 로고    scopus 로고
    • Mortality change and forecasting: How much and how little do we know
    • Tuljapurkar S. Boe C. Mortality change and forecasting: how much and how little do we know North American Actuarial Journal 24 1998 13-47
    • (1998) North American Actuarial Journal , vol.2 , Issue.4 , pp. 13-47
    • Tuljapurkar, S.1    Boe, C.2
  • 64
    • 0018503089 scopus 로고
    • The impact of heterogeneity in individual frailty on the dynamics of mortality
    • Vaupel J.W. Manton K.G. Stallard E. The impact of heterogeneity in individual frailty on the dynamics of mortality Demography 163 1979 439-454
    • (1979) Demography , vol.16 , Issue.3 , pp. 439-454
    • Vaupel, J.W.1    Manton, K.G.2    Stallard, E.3
  • 66
    • 0042893140 scopus 로고
    • Parametric models for life insurance mortality data: Gompertz's law over time
    • Wetterstrand W.H. Parametric models for life insurance mortality data: Gompertz's law over time Transactions of the Society of Actuaries 33 1981 159-175
    • (1981) Transactions of the Society of Actuaries , vol.33 , pp. 159-175
    • Wetterstrand, W.H.1
  • 67
    • 0242311944 scopus 로고    scopus 로고
    • Reserving, pricing and hedging for policies with guaranteed annuity options
    • Wilkie, A.D., Waters, H.R., Yang, S.Y., 2003. Reserving, pricing and hedging for policies with guaranteed annuity options. British Actuarial Journal 9, 263-425
    • (2003) British Actuarial Journal , vol.9 , pp. 263-425
    • Wilkie, A.D.1    Waters, H.R.2    Yang, S.Y.3
  • 68
    • 0033219331 scopus 로고    scopus 로고
    • Rectangularization revisited: Variability of age at death within human populations
    • Wilmoth J.R. Horiuchi S. Rectangularization revisited: variability of age at death within human populations Demography 364 1999 475-495
    • (1999) Demography , vol.36 , Issue.4 , pp. 475-495
    • Wilmoth, J.R.1    Horiuchi, S.2
  • 69
    • 0031062272 scopus 로고    scopus 로고
    • How frailty models can be used for evaluating longevity limits: Taking advantage of an interdisciplinary approach
    • Yashin A.I. Iachine I.A. How frailty models can be used for evaluating longevity limits: taking advantage of an interdisciplinary approach Demography 34 1997 31-48
    • (1997) Demography , vol.34 , pp. 31-48
    • Yashin, A.I.1    Iachine, I.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.