Department of Finance
Journal of Actuarial Practice (1993–2006)
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Date of this Version
2002
Document Type
Article
Citation
Journal of Actuarial Practice 10 (2002), pp. 219-228
Abstract
We develop a simple exact formula for determining cohort life expectancies under constant continuous uniform improvement in mortality using only a cross-sectional (period) Gompertz life table for the lives concerned and a simple approximation applicable to all life tables. The present values of annuities for such lives can be determined simply and accurately across the whole age span.
Included in
Accounting Commons, Business Administration, Management, and Operations Commons, Corporate Finance Commons, Finance and Financial Management Commons, Insurance Commons, Management Sciences and Quantitative Methods Commons
Comments
Copyright 2002 Absalom Press