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  • On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
    paper develops the binomial version of the Lee-Carter model and provides a comparative study of simulation ... mortality rate predictions and associated estimates of life expectancy and annuity values in both period ...

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    • Authors: Steven Haberman, Arthur Renshaw
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
  • On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling Abstract
    paper develops the binomial version of the Lee-Carter model and provides a comparative study of simulation ... mortality rate predictions and associated estimates of life expectancy and annuity values in both period ...

    View Description

    • Authors: Steven Haberman, Arthur Renshaw
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks