Concepedia

Annuity Mortality Models

Annuity Mortality Models is a class of statistical mortality models specifically designed to capture and project age-related death rates in annuitant populations, distinguished from general population mortality models by incorporating features such as mortality improvements, cohort effects, and selection effects unique to individuals purchasing annuities.

44

Publications

2.1K

Citations

86

Authors

63

Institutions

Publications per year

2017–2026

5

Parents

Publications

44

Mortality derivatives and the option to annuitise

Moshe A. Milevsky, S. David Promislow · Insurance Mathematics and Economics · 2001 · 330 citations

, , +11

Affine stochastic mortality

David Schrager · Insurance Mathematics and Economics · 2005 · 197 citations

, , +16

Bootstrapping the Poisson log-bilinear model for mortality forecasting

Natacha Brouhns, Michel Denuit, Ingrid Van Keilegom · Scandinavian Actuarial Journal · 2005 · 174 citations

, , +16

Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes

Chao Qiao, Michael Sherris · Journal of Risk & Insurance · 2012 · 112 citations

, , +11

A common age effect model for the mortality of multiple populations

Torsten Kleinow · Insurance Mathematics and Economics · 2015 · 95 citations · Full text

, , +16

1–5 of 44

Authors

86

  1. MD
    Michel Denuit

    UCLouvain, Belgium

    6 publications · 358 citations

    6

    h-index

  2. EB
    Enrico Biffis

    Imperial College London, United Kingdom

    4 publications · 157 citations

    4

    h-index

  3. CP
    Clinton P. Fuelling

    Ball State University, United States

    2 publications · 125 citations

    2

    h-index

  4. PD
    Pierre Devolder

    UCLouvain, Belgium

    2 publications · 112 citations

    2

    h-index

  5. MS
    Michael Sherris

    UNSW Sydney, Australia

    2 publications · 140 citations

    2

    h-index

1–5 of 86

Institutions

63

  1. UCLouvain

    Louvain-la-Neuve, Belgium

    7 h-index

    14 publications

    954 citations

  2. Western University

    London, Canada

    3 h-index

    7 publications

    159 citations

  3. UNSW Sydney

    Sydney, Australia

    3 h-index

    5 publications

    178 citations

  4. York University

    Toronto, Canada

    2 h-index

    3 publications

    707 citations

  5. University of Waterloo

    Waterloo, Canada

    2 h-index

    3 publications

    97 citations

  6. University of Parma

    Parma, Italy

    2 h-index

    2 publications

    83 citations

  7. Maxwell Institute for Mathematical Sciences

    Edinburgh, United Kingdom

    2 h-index

    2 publications

    117 citations

  8. University of Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    3 publications

    257 citations

1–8 of 63

Venues

  1. Insurance Mathematics and Economics

    15 publications · 1.1K citations

    14

    h-index

  2. SSRN Electronic Journal

    Repository · 8 publications · 162 citations

    8

    h-index

  3. North American Actuarial Journal

    NAAJ · 5 publications · 111 citations

    4

    h-index

  4. Astin Bulletin

    3 publications · 79 citations

    3

    h-index

  5. Journal of Risk & Insurance

    2 publications · 133 citations

    2

    h-index

1–5