| Autor: |
Aaron Tenenbein, Edward L. Melnick |
| Rok vydání: |
2014 |
| Předmět: |
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| Zdroj: |
Encyclopedia of Quantitative Risk Analysis and Assessment |
| DOI: |
10.1002/9781118445112.stat03588 |
| Popis: |
The problem of using insurance intercompany data to determine mortality rates has had a long history of development. The development of these mortality rates involves two steps, namely, the estimation of the rates from the data and the interpolation and smoothing of these rates to conform to known trends in the mortality rates by age, and time since first insured. This paper will discuss the different methods used to determine these rates and discuss the advantages and disadvantages of each approach. Keywords: mortality; estimation; smoothing; select mortality; ultimate mortality |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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