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File name: SSRN-id741586. ; Size: 184K
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From Halley to Frailty: A Review of Survival Models for Actuarial Calculations
Ermanno Pitacco
University of Trieste - Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche B. de Finetti
Giornale dell'Istituto Italiano degli Attuari
Abstract:
Several contributions, which can be considered as landmarks in the evolution of survival modelling in actuarial mathematics, are focussed. The following topics are concerned: the development from deterministic to stochastic models, from an age-discrete to an age-continuous setting, from single-decrement to multiple-decrement models and to multistate models, from population homogeneity to population heterogeneity. Finally, the progress from static mortality to mortality projections is briefly addressed.
Number of Pages in PDF File: 27
Keywords: Early actuarial models, Mortality laws, Multistate models, Heterogeneity, Mortality projections
JEL Classification: C00, G22
Accepted Paper Series
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Date posted: June 14, 2005
Suggested CitationPitacco, Ermanno, From Halley to Frailty: A Review of Survival Models for Actuarial Calculations. Giornale dell'Istituto Italiano degli Attuari. Available at SSRN: http://ssrn.com/abstract=741586
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