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On modelling select mortality

Published online by Cambridge University Press:  20 April 2012

I. D. Currie  and
H. R. Waters
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Abstract

In this paper we present an approach to the graduation of select mortality data and we illustrate this approach by graduating the CMIB's data for Female Permanent Assurances 1979–1982. The difference between our approach and that of the CMIB is that we graduate simultaneously by attained age and duration since selection.

Keywords

GraduationMortality
Type
Research Article
Information
Journal of the Institute of Actuaries , Volume 118 , Issue 3 , 1991 , pp. 453 - 481
Copyright
Copyright © Institute and Faculty of Actuaries 1991

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References

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