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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
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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

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References

REFERENCES

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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