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On the Duality of Assumptions Underpinning the Construction of Life Tables

Published online by Cambridge University Press:  29 August 2014

A. E. Renshaw ,
S. Haberman  and
P. Hatzopoulos
A. E. Renshaw
Affiliation:
City University of London
S. Haberman
Affiliation:
City University of London
P. Hatzopoulos
Affiliation:
City University of London
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Abstract

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We investigate the implications of a dual approach to the graduation of the force of mortality based on the modelling of the exposures as gamma random variables, as opposed to the modelling of the numbers of deaths as Poisson random variables.

Keywords

GraduationLife TablesExposure Response ModelsGeneralised Linear Models
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 27 , Issue 1 , May 1997 , pp. 5 - 22
Copyright
Copyright © International Actuarial Association 1997

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