Hostname: page-component-cd9895bd7-8ctnn Total loading time: 0 Render date: 2024-12-28T02:03:23.503Z Has data issue: false hasContentIssue false
  • English
  • Français

Actuarial graduation practice and generalised linear and non-linear models

Published online by Cambridge University Press:  20 April 2012

A. E. Renshaw
A. E. Renshaw
Affiliation:
City University, London
Get access Rights & Permissions [Opens in a new window]

Abstract

It is demonstrated how existing actuarial graduation practice, used in the construction of life tables, can be extended to considerable effect by formulating the techniques within the generalised linear and non-linear modelling framework.

Keywords

GraduationModelsLife Tables
Type
Research Article
Information
Journal of the Institute of Actuaries , Volume 118 , Issue 2 , 1991 , pp. 295 - 312
Copyright
Copyright © Institute and Faculty of Actuaries 1991

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Benjamin, B. & Pollard, J. H. (1980). Analysis of Mortality and other Actuarial Statistics. Heinemann.Google Scholar
CMI Committee (1976). The Graduation of Pensioners' and of Annuitants' Mortality Experience 1967–70, CMIR, 2, 57.Google Scholar
CMI Committee (1983). Graduation of the Mortality Experience of Female Assured Lives 1975–78, CMIR, 6.Google Scholar
CMI Committee (1988). The Graduation of the 1979 82 Mortality Experiences, CMIR, 9.Google Scholar
Forfar, D. O., McCutcheon, J. J. & WilKie, A. D. (1988). On Graduation by Mathematical Formula. J.I.A., 115, T.F.A., 41, 97.Google Scholar
McCullagh, P. & Nelder, J. R. (1989). Generalized Linear Models. (2nd Edition) Chapman and Hall.CrossRefGoogle Scholar