1.

Record Nr.

UNINA9910782901303321

Titolo

Modelling longevity dynamics for pensions and annuity business [[electronic resource] /] / Ermanno Pitacco ... [et al.]

Pubbl/distr/stampa

Oxford ; ; New York, : Oxford University Press, 2009

ISBN

1-383-04530-5

0-19-160942-0

1-281-98550-3

9786611985509

0-19-156315-3

Descrizione fisica

1 online resource (416 p.)

Altri autori (Persone)

PitaccoErmanno

Disciplina

368.32015118

Soggetti

Life insurance - Mathematics

Mortality

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. [373]-387) and index.

Nota di contenuto

Preface; Contents; 1 Life annuities; 2 The basic mortality model; 3 Mortality trends during the 20th century; 4 Forecasting mortality: an introduction; 5 Forecasting mortality: applications and examples of age-period models; 6 Forecasting mortality: applications and examples of age-period-cohort models; 7 The longevity risk: actuarial perspectives; References; Index

Sommario/riassunto

A text aimed at researchers and postgraduates actuarial science, statistics, and actuarial mathematics providing a comprehensive and detailed description of statistical methods for projecting mortality, and an extensive discussion of some important issues concerning the longevity risk in the area of life annuities and pension benefits. - ;Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations c