Alternative Methods of Estimating the Longevity Risk
Copyright policy )Alternative Methods of Estimating the Longevity Risk
The aim of this paper is to estimate the longevity rsk and its trend according to the age of the individual. We focus on individuals over 65. We use the value-at-risk to measure the longevity risk. We have proposed the use of an alternative methodology based on the estimation of the truncated cumulative distribution function and the quantiles. We apply a robust estimation method for fitting parametric distributions. Finally, we compare parametric and nonparametric estimations of longevity risk.
- University of Barcelona Spain
- University of Barcelona (UB) Spain
Nonparametric statistics, Longevity, 31 - Demografia. Sociologia. Estadística, 33 - Economia, Estadística no paramètrica, Longevitat, Avaluació del risc, Risk assessment
Nonparametric statistics, Longevity, 31 - Demografia. Sociologia. Estadística, 33 - Economia, Estadística no paramètrica, Longevitat, Avaluació del risc, Risk assessment
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