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On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. (English) Zbl 1152.91598

Summary: 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.

MSC:

91B30 Risk theory, insurance (MSC2010)

Software:

bootstrap; GLIM
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References:

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