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Record Nr. |
UNINA9910963033703321 |
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Autore |
Pitacco Ermanno |
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Titolo |
Modelling longevity dynamics for pensions and annuity business / / Ermanno Pitacco [and others] |
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Pubbl/distr/stampa |
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Oxford : , : Oxford University Press, , 2023 |
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ISBN |
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1-383-04530-5 |
0-19-160942-0 |
1-281-98550-3 |
9786611985509 |
0-19-156315-3 |
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Descrizione fisica |
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1 online resource (416 p.) |
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Collana |
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Oxford scholarship online |
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Disciplina |
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Soggetti |
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Life insurance - Mathematics |
Mortality |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Formerly CIP. |
Previously issued in print: 2009. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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This text provides 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. |
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