Modelling longevity dynamics for pensions and annuity business

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Title:

Modelling longevity dynamics for pensions and annuity business

Author:

Pitacco, Ermanno.

ISBN:

9780199547272

Publication Information:

Oxford : Oxford University Press, 2009.

Physical Description:

xix, 395 p. : ill. ; 25 cm.

General Note:

Formerly CIP.

Contents:

1. Life annuities -- 2. The basic mortality model -- 3. Mortality trends during the 20th century -- 4. Forecasting mortality: an introduction -- 5. Forecasting mortality: applications and examples of age-period models -- 6. Forecasting mortality: applications and examples of age-period-cohort models -- 7. The longevity risk: actuarial perspectives.

Subject Term:

Life insurance -- Mathematics.

Mortality -- Tables.

Added Author:

Pitacco, Ermanno.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168025530946	368.32015118 M689 2009	1	Searching... Unknown

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Summary

Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of life insurance and pension techniques. This text provides a comprehensive and detailed description of methods for forecasting future mortality trends, and an extensive introduction to some important issues concerning longevity risk in the area of life annuities and pension benefits. In particular,there is a focus on the problem of pricing principles accounting for longevity risk. Aimed at researchers and postgraduates of actuarial science, statistics and actuarial mathematics, the book relies onresearch work carried out by the authors, as well as on a wide teaching experience and in CPD (Continuing Professional Development) initiatives.