dc.contributor
Xarxa de Referència en Economia Aplicada (XREAP)
dc.contributor.author
Bolancé Losilla, Catalina
dc.contributor.author
Guillén, Montserrat
dc.contributor.author
Ornelas Vargas, Arelly
dc.date.accessioned
2018-10-11T08:44:12Z
dc.date.accessioned
2021-01-20T16:46:16Z
dc.date.accessioned
2024-11-29T09:42:29Z
dc.date.available
2018-10-11T08:44:12Z
dc.date.available
2021-01-20T16:46:16Z
dc.date.available
2024-11-29T09:42:29Z
dc.identifier.uri
http://hdl.handle.net/2072/334023
dc.description.abstract
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.
eng
dc.publisher
Xarxa de Referència en Economia Aplicada (XREAP)
dc.relation.ispartofseries
XREAP;2018-05
dc.rights
L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons:http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.source
RECERCAT (Dipòsit de la Recerca de Catalunya)
dc.subject.other
Avaluació del risc
dc.subject.other
Estadística no paramètrica
dc.subject.other
Longevitat
dc.subject.other
Risk assessment
dc.subject.other
Nonparametric statistics
dc.subject.other
Longevity
dc.title
Alternative methods of estimating the longevity risk
dc.type
info:eu-repo/semantics/workingPaper
dc.rights.accessLevel
info:eu-repo/semantics/openAccess
