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- W80306854 abstract "Longevity risk is becoming more important in the current economic environment; if mortality improvements are larger than expected, profits erode in the annuity business and in defined benefit pension schemes. The Lee-Carter model, although a popular model for mortality rates by age and calendar year, has been critiqued for its inflexibility. A recently proposed alternative is to smooth the mortality surface with a generalized linear array model (GLAM), allowing for an additive surface of shocks." @default.
- W80306854 created "2016-06-24" @default.
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- W80306854 date "2009-01-01" @default.
- W80306854 modified "2023-09-27" @default.
- W80306854 title "Assessing longevity risk with generalized linear array models" @default.
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