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The impact of the determinants of mortality on life insurance and annuities

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  • Kwon, Hyuk-Sung
  • Jones, Bruce L.

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  • Kwon, Hyuk-Sung & Jones, Bruce L., 2006. "The impact of the determinants of mortality on life insurance and annuities," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 271-288, April.
    • Handle: RePEc:eee:insuma:v:38:y:2006:i:2:p:271-288
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    References listed on IDEAS

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    1. Angus Macdonald & Howard Waters & Chessman Wekwete, 2005. "A Model for Coronary Heart Disease and Stroke with Applications to Critical Illness Insurance Underwriting II: Applications," North American Actuarial Journal, Taylor & Francis Journals, vol. 9(1), pages 41-56.
    2. Angus Macdonald & Howard Waters & Chessman Wekwete, 2005. "A Model for Coronary Heart Disease and Stroke with Applications to Critical Illness Insurance Underwriting I: The Model," North American Actuarial Journal, Taylor & Francis Journals, vol. 9(1), pages 13-40.
    3. Robert Brown & Joanne McDaid, 2003. "Factors Affecting Retirement Mortality," North American Actuarial Journal, Taylor & Francis Journals, vol. 7(2), pages 24-43.
    4. Sorlie, P.D. & Backlund, E. & Keller, J.B., 1995. "US mortality by economic, demographic, and social characteristics: The National Longitudinal Mortality Study," American Journal of Public Health, American Public Health Association, vol. 85(7), pages 949-956.
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    Cited by:

    1. M. Moghadam, 2013. "Extended risk classification in insurance industry," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(3), pages 1385-1396, April.
    2. Subir Sen, 2008. "An Analysis Of Life Insurance Demand Determinants For Selected Asian Economies And India," Working Papers 2008-036, Madras School of Economics,Chennai,India.
    3. Meyricke, Ramona & Sherris, Michael, 2013. "The determinants of mortality heterogeneity and implications for pricing annuities," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 379-387.
    4. Guglielmo D'Amico & Montserrat Guillen & Raimondo Manca & Filippo Petroni, 2017. "Multi-state models for evaluating conversion options in life insurance," Papers 1707.01028, arXiv.org.
    5. Chen, Shi & Duan, Xiaoyu & Chiu, Shiu-Chieh & Lin, Jyh-Horng, 2024. "Insurer hedging amidst the interplay of black and green swans toward SDGs 3 and 7," Energy Economics, Elsevier, vol. 135(C).
    6. Subir Sen & S Madheswaran, 2013. "Regional determinants of life insurance consumption: evidence from selected Asian economies," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 27(2), pages 86-103, November.
    7. Boumezoued, Alexandre & Karoui, Nicole El & Loisel, Stéphane, 2017. "Measuring mortality heterogeneity with multi-state models and interval-censored data," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 67-82.
    8. Denuit, Michel & Legrand, Catherine, 2016. "Risk Classification in Life Insurance: Extension to Continuous Covariates," LIDAM Discussion Papers ISBA 2016045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    9. Kwon, Hyuk-Sung & Jones, Bruce L., 2008. "Applications of a multi-state risk factor/mortality model in life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 394-402, December.

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