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PL EN


2014 | 12(18) | 237-252

Article title

Stochastyczne modelowanie umieralności

Authors

Content

Title variants

EN
Stochastic modeling mortality

Languages of publication

PL EN

Abstracts

EN
This article presents the methodology of stochastic modeling mortality on the example of the models: Lee-Carter, Renshaw-Haberman and Plat. As a result of calcula-tions, estimated model parameters describing the level of mortality in the Polish popula-tion have been obtained. Based on the estimated models predictions of life expectancy in Poland have been made.

Year

Issue

Pages

237-252

Physical description

Contributors

author

References

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  • Plat R., On stochastic mortality modeling, ,,Insurance: Mathematics and Economics” 2009, Vol. 45, s. 393–404.
  • Renshaw A.E., Haberman S., A cohort-based extension to the Lee-Carter model for mor-tality reduction factors, ,,Insurance: Mathematics and Economics”, 2006, Vol. 38, s. 556–570.

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.desklight-dce61c75-45c1-4017-867d-edbd45cf7438
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