On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling

A.E. Renshaw and S. Haberman

Insurance: Mathematics and Economics, 2008, vol. 42, issue 2, 797-816

Abstract: This paper provides a comparative study of simulation strategies for assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in both period and cohort frameworks.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:42:y:2008:i:2:p:797-816

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