Etude du risque systématique de mortalité
Overview & Synopsis
The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic prospective tables thus built make it possible to project the evolution of the random mortality rates in the future and to quantify the systematic risk of mortality.
Indexed from repository: HAL Open Science
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hal.science)
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Document Information
| Document Title | Etude du risque systématique de mortalité |
|---|---|
| Author / Organization | Frédéric Planchet, Laurent Faucillon, Marc Juillard |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2006 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-254588 |
| Original Source Link | Visit Source Page on hal.science » |