Concepedia

Life Contingencies

Life Contingencies is a branch of actuarial science that employs stochastic models to value financial products and obligations whose cash flows depend on human lifespan, mortality, and survival, distinguishing it from deterministic financial mathematics by explicitly incorporating uncertainty in life events.

26

Publications

5.2K

Citations

42

Authors

17

Institutions

Publications per year

2017–2026

0

Parents

Children

Publications

26

XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c

Benjamin Gompertz · Philosophical Transactions of the Royal Society of London · 1825 · 3.8K citations

, , +5

On the nature of the function expressive of the law of human mortality and on a new mode of determining life contingencies

Benjamin Gompertz · Medical Entomology and Zoology · 1825 · 459 citations

, , +6

On the Law of Mortality

William Matthew Makeham · Journal of the Institute of Actuaries (1866) · 1867 · 143 citations

, , +11

Inventive Life

Mariam Fraser, Sarah Kember, Celia Lury · Theory Culture & Society · 2005 · 104 citations

, , +9

Stochastic Modelling of Interest Rates with Applications to Life Contingencies

Harry H. Panjer, David R. Bellhouse · Journal of Risk & Insurance · 1980 · 86 citations

, , +13

1–5 of 26

Authors

42

  1. BG
    Benjamin Gompertz

    Google (United States), United States

    3 publications · 4.3K citations

    3

    h-index

  2. HH
    Harry H. Panjer

    University of Waterloo, Canada

    2 publications · 125 citations

    2

    h-index

  3. RP
    Robin Pearson

    University of Hull, United Kingdom

    2 publications · 45 citations

    2

    h-index

  4. DR
    David R. Bellhouse

    Western University, Canada

    2 publications · 125 citations

    2

    h-index

  5. AD
    A. De Morgan

    Norwich University, United States

    2 publications · 32 citations

    2

    h-index

1–5 of 42

Institutions

17

  1. University of Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    3 publications

    65 citations

  2. KU Leuven

    Leuven, Belgium

    2 h-index

    4 publications

    74 citations

  3. Universitat de Barcelona

    Barcelona, Spain

    1 h-index

    1 publications

    14 citations

  4. Rockwool Foundation

    Copenhagen, Denmark

    1 h-index

    1 publications

    24 citations

  5. Universitat Rovira i Virgili

    Tarragona, Spain

    1 h-index

    1 publications

    14 citations

  6. Stockholm University

    Stockholm, Sweden

    1 h-index

    1 publications

    24 citations

  7. Institute and Faculty of Actuaries

    London, United Kingdom

    1 h-index

    1 publications

    143 citations

  8. University of Hull

    Hull, United Kingdom

    1 h-index

    1 publications

    19 citations

1–8 of 17

Venues

  1. Insurance Mathematics and Economics

    4 publications · 68 citations

    4

    h-index

  2. Journal of Risk & Insurance

    3 publications · 198 citations

    3

    h-index

  3. 3

    h-index

  4. Journal of the Institute of Actuaries (1866)

    2 publications · 157 citations

    2

    h-index

  5. The Economic History Review

    2 publications · 45 citations

    2

    h-index

1–5