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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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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).
    7. M. Moghadam, 2013. "Extended risk classification in insurance industry," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(3), pages 1385-1396, April.
    8. 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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