Concepedia

Portfolio Mortality Analysis

Portfolio Mortality Analysis is a methodological framework in actuarial science and risk assessment that quantifies and evaluates mortality risk across a collection of individuals or policies by applying statistical models to estimate aggregate death rates and associated uncertainties.

10

Publications

290

Citations

19

Authors

19

Institutions

Publications per year

2017–2026

1

Parents

Publications

10

Portfolio choice and mortality-contingent claims: The general HARA case

Huaxiong Huang, Moshe A. Milevsky · Journal of Banking & Finance · 2008 · 85 citations

, , +14

Stochastic portfolio specific mortality and the quantification of mortality basis risk

Richard Plat · Insurance Mathematics and Economics · 2009 · 67 citations

, , +14

Inference about mortality improvements in life annuity portfolios

Annamaria Olivieri, Ermanno Pitacco · RePEc: Research Papers in Economics · 2001 · 27 citations

, , +17

CONTINUOUS-TIME SEMI-MARKOV INFERENCE OF BIOMETRIC LAWS ASSOCIATED WITH A LONG-TERM CARE INSURANCE PORTFOLIO

Guillaume Biessy · Astin Bulletin · 2017 · 21 citations · Full text

, , +16

Stochastic Portfolio Specific Mortality and the Quantification of Mortality Basis Risk

Richard Plat · SSRN Electronic Journal · 2009 · 18 citations · Full text

, , +14

1–5 of 10

Authors

19

  1. RP
    Richard Plat

    University of Amsterdam, Netherlands

    2 publications · 85 citations

    2

    h-index

  2. SR
    S. Rosenbusch

    Astley Ainslie Hospital, United Kingdom

    1 publications · 17 citations

    1

    h-index

  3. MG
    Montserrat Guillén

    Universitat de Barcelona, Spain

    1 publications · 11 citations

    1

    h-index

  4. PF
    Peter Fledelius

    BioReliance (United States), United States

    1 publications · 11 citations

    1

    h-index

  5. HH
    Huaxiong Huang

    York University, Canada

    1 publications · 85 citations

    1

    h-index

1–5 of 19

Institutions

19

  1. Network for Studies on Pensions, Aging and Retirement

    Tilburg, Netherlands

    1 h-index

    1 publications

    67 citations

  2. McGill University

    Montreal, Canada

    1 h-index

    1 publications

    18 citations

  3. Laboratoire de Mathématiques et Modélisation d'Évry

    Évry-Courcouronnes, France

    1 h-index

    1 publications

    21 citations

  4. Université d'Évry Val-d'Essonne

    Évry-Courcouronnes, France

    1 h-index

    1 publications

    21 citations

  5. Achmea (Netherlands)

    Zeist, Netherlands

    1 h-index

    1 publications

    67 citations

  6. Macquarie University

    Sydney, Australia

    1 h-index

    1 publications

    11 citations

  7. Maastricht University

    Maastricht, The Netherlands

    1 h-index

    1 publications

    18 citations

  8. Laboratoire de Mathématiques Blaise Pascal

    Aubière, France

    1 h-index

    1 publications

    21 citations

1–8 of 19

Venues

  1. RePEc: Research Papers in Economics

    Repository · 1 publications · 27 citations

    1

    h-index

  2. Scandinavian Actuarial Journal

    1 publications · 11 citations

    1

    h-index

  3. Journal of Futures Markets

    1 publications · 18 citations

    1

    h-index

  4. Journal of Banking & Finance

    1 publications · 85 citations

    1

    h-index

  5. European Actuarial Journal

    1 publications · 17 citations

    1

    h-index

1–5