CINECA IRIS Institutional Research Information System
IRIS è la soluzione IT che facilita la raccolta e la gestione dei dati relativi alle attività e ai prodotti della ricerca. Fornisce a ricercatori, amministratori e valutatori gli strumenti per monitorare i risultati della ricerca, aumentarne la visibilità e allocare in modo efficace le risorse disponibili.
EnglishRecent research either in demographic or in actuarial field focuses on the longevity risk and on its measurement. In this work we introduce a new mathematical tool, “the survival potential”, in order to evaluate the effect that longevity risk has on the statistical estimation of life expectancies. The survival potential function determines uniquely period and cohorts probabilities, as well as the longevity changes with respect to age and time. In addition, within this approach, period and cohorts probabilities are related by a new, natural consistency condition which is supported by empirical analysis on Italian data.
| Titolo: | The Survival Potential and the Life Expectancy evaluation |
| Autori: | |
| Data di pubblicazione: | 2007 |
| Rivista: | |
| Abstract: | Recent research either in demographic or in actuarial field focuses on the longevity risk and on its measurement. In this work we introduce a new mathematical tool, “the survival potential”, in order to evaluate the effect that longevity risk has on the statistical estimation of life expectancies. The survival potential function determines uniquely period and cohorts probabilities, as well as the longevity changes with respect to age and time. In addition, within this approach, period and cohorts probabilities are related by a new, natural consistency condition which is supported by empirical analysis on Italian data. |
| Handle: | http://hdl.handle.net/11580/12396 |
| Appare nelle tipologie: | 1.1 Articolo in rivista |
File in questo prodotto:
Copyright © 2018