| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4640942 | Journal of Computational and Applied Mathematics | 2009 | 7 Pages |
Abstract
This paper discusses the choice of an appropriate longevity index to track the improvements in mortality in industrialized countries. Period life expectancies computed from national life tables turn out to be efficient in this context. A detailed analysis of the predictive distribution of this longevity index is performed in the Lee-Carter model where the period life expectancy is just a functional of the underlying time index.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Michel M. Denuit,