Assessment of longevity risk: credibility approach-Reference-Cited by-同舟云学术

Assessment of longevity risk: credibility approach

Published:2021-05-04 Issue:13-15 Volume:48 Page:2695-2713
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Yıldırım Külekci Bükre¹^ORCID,Selcuk-Kestel A. Sevtap¹^ORCID

Affiliation:

1. Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2021.1922613

Reference29 articles.

1. Actuarial Standard Board, Doc. No. 143. Actuarial Standard of Practice (ASOP) no. 25: Credibility procedures applicable to accident and health, group term life, and property/casualty coverages, preprint (2011), Available at https://www.actuary.org/content/actuarialstandards-practice.

2. P. Antolin, Longevity risk and private pensions, preprint (2007). Available at https://www.oecdilibrary.org/content/paper/261260613084.

3. A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC

4. Mortality-Linked Securities and Derivatives

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