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arXiv · 1001.1921

Mesure de l'incertitude tendancielle sur la mortalité ? application à un régime de rentes

Frédéric Planchet·Marc Juillard
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Abstract

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.

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BibTeXRIS

Frédéric Planchet, Marc Juillard. 2010-01-12. Mesure de l'incertitude tendancielle sur la mortalité ? application à un régime de rentes. https://arxiv.org/abs/1001.1921

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