AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY

@article{Salhi2018AGESPECIFICAO,
  title={AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY},
  author={Yahia Salhi and Pierre-E. Th{\'e}rond},
  journal={ASTIN Bulletin},
  year={2018},
  volume={48},
  pages={543 - 569}
}
Abstract Recently, there has been an increasing interest from life insurers to assess their portfolios' mortality risks. The new European prudential regulation, namely Solvency II, emphasized the need to use mortality and life tables that best capture and reflect the experienced mortality, and thus policyholders' actual risk profiles, in order to adequately quantify the underlying risk. Therefore, building a mortality table based on the experience of the portfolio is highly recommended and, for… 

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