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On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling |
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| Authors: | A.E. Renshaw |
| Affiliation: | Cass Business School, City University, London, EC1Y 8TZ, UK |
| Abstract: | 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. |
| Keywords: | Poisson modelling Over-dispersion Joint modelling Negative binomial modelling Mortality projections Mortality statistics Simulated risk |
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