Title: Uncertainty in mortality projections: an actuarial perspective
Abstract: The use of mortality tables that include a forecast of the future trends of mortality (the so-called "projected tables") for life insurance valuations is analysed. In particular, annuity and term assurance portfolios are considered. The (systematic) risk inherent in the adoption of a table that might not properly represent future mortality is modelled. Some tools for facing such risk are briefly discussed.
Publication Year: 2001
Publication Date: 2001-10-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 134
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