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On the Duality of Assumptions Underpinning the Construction of Life Tables

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  • Renshaw, A. E.
  • Haberman, S.
  • Hatzopoulos, P.

Abstract

We investigate the implications of a dual approach to the graduation of the force of mortality based on the modelling of the exposures as gamma random variables, as opposed to the modelling of the numbers of deaths as Poisson random variables.

Suggested Citation

  • Renshaw, A. E. & Haberman, S. & Hatzopoulos, P., 1997. "On the Duality of Assumptions Underpinning the Construction of Life Tables," ASTIN Bulletin, Cambridge University Press, vol. 27(1), pages 5-22, May.
    • Handle: RePEc:cup:astinb:v:27:y:1997:i:01:p:5-22_01
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    Cited by:

    1. Marilena Sibillo & Emilia Di Lorenzo & Gerarda Tessitore, 2006. "A stochastic proportional hazard model for the force of mortality," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(7), pages 529-536.
    2. Ahmadi, Seyed Saeed & Li, Johnny Siu-Hang, 2014. "Coherent mortality forecasting with generalized linear models: A modified time-transformation approach," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 194-221.
    3. Hatzopoulos, P. & Haberman, S., 2009. "A parameterized approach to modeling and forecasting mortality," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 103-123, February.

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