Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models

Insurance: Mathematics and Economics

Volumn 46, Issue 1, 2010, Pages 254-270

  Yang, Sharon S ^a   Yue, Jack C ^b   Huang, Hong Chih ^b  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

Author keywords

Age period cohort model; Lee Carter models; Longevity risk; Principal component analysis

Indexed keywords

EID: 74249115332     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2009.09.013     Document Type: Article

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