On the Graduation of ‘Amounts’

A.E. Renshaw and P. Hatzopoulos

British Actuarial Journal, 1996, vol. 2, issue 1, 185-205

Abstract: The provision of graduated mortality rates, for the United Kingdom pensioners' experience, based on the so-called ‘amounts’ data sets is addressed. Specifically a methodology is investigated, building on the existing methods practiced by the CMI Bureau, which takes a more detailed account of the underlying structure of the data involved. The method is applied to the U.K. pensioners' experience and recent mortality trends in this experience revealed.

Date: 1996
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