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An investigation into parametric model for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data. (English) Zbl 1055.62555


MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics

Software:

S-PLUS; R
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References:

[1] Chambers, J.M., Hastie, T.J., 1993. Statistical Models in S. Chapman & Hall, London. · Zbl 0776.62007
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[3] Continuous Mortality Investigation Bureau, 1999. Continuous Mortality Investigation Reports CMIR 17. The Institute of Actuaries and the Faculty of Actuaries, UK.
[4] Forfar, D.O., McCutcheon, M.A., Wilkie, A.D., 1988. On graduation by mathematical formula. Journal of the Institute of Actuaries 115, 1 and Transactions of the Faculty of Actuaries 41, 97.
[5] Lee, R.D.; Carter, L.R., Modelling and forecasting US mortality, Journal of American statistical association, 87, 659-675, (1992) · Zbl 1351.62186
[6] Renshaw, A.E.; Haberman, S., Dual modelling and select mortality, Insurance: mathematics and economics, 19, 2, 105-126, (1997) · Zbl 0911.62097
[7] Renshaw, A.E.; Hatzoupoulos, P., On the graduation of ‘amounts’, British actuarial journal, 2, I, 185-205, (1996)
[8] Renshaw, A.E.; Haberman, S.; Hatzoupoulos, P., The modelling of recent mortality trends in united kingdom male assured lives, British actuarial journal, 2, II, 449-477, (1996)
[9] Venables, W.N., Ripley, B.D., 1994. Modern Applied Statistics with S-PLUS. Springer, New York. · Zbl 0806.62002
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.