Alternative Assessments of the Longevity Trends

Valeria D’Amato (), Steven Haberman (), Gabriella Piscopo () and Maria Russolillo ()
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Valeria D’Amato: University of Salerno, Department of Statistics and Economics, Campus di Fisciano
Steven Haberman: City University, Faculty of Actuarial Science and Insurance, Cass Business School
Gabriella Piscopo: University of Genoa, Department of Economics
Maria Russolillo: University of Salerno, Department of Statistics and Economics, Campus di Fisciano

A chapter in Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2014, pp 73-76 from Springer

Abstract: Abstract The improvement of the longevity trend constitutes a great challenge for society. The long-term social and economic impact on health and care services as well as on the provision of pensions, annuities and insurance requires to accurately understand the uncertainty in the future evolution of life expectancy. The most popular and widely used model for projecting longevity is the well-known Lee Carter model. This study considers recent model enhancements in the present setting by comparing their main benefits and drawbacks.

Keywords: Lee Carter model; Variance reduction techniques; Sieve bootstrap; Vector auto-regression (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-05014-0_17

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DOI: 10.1007/978-3-319-05014-0_17

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