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On the Graduation of ‘Amounts’

Author

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  • Renshaw, A.E.
  • Hatzopoulos, P.

Abstract

The provision of graduated mortality rates, for the United Kingdom pensioners' experience, based on the so-called ‘amounts’ data sets is addressed. Specifically a methodology is investigated, building on the existing methods practiced by the CMI Bureau, which takes a more detailed account of the underlying structure of the data involved. The method is applied to the U.K. pensioners' experience and recent mortality trends in this experience revealed.

Suggested Citation

  • Renshaw, A.E. & Hatzopoulos, P., 1996. "On the Graduation of ‘Amounts’," British Actuarial Journal, Cambridge University Press, vol. 2(1), pages 185-205, April.
  • Handle: RePEc:cup:bracjl:v:2:y:1996:i:01:p:185-205_00
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    Cited by:

    1. Sithole, Terry Z. & Haberman, Steven & Verrall, Richard J., 2000. "An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 285-312, December.

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