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North American Actuarial Journal Volume 10, 2006 - Issue 4
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Original Articles

An Extreme Value Analysis Of Advanced Age Mortality Data

Kathryn A. Watts MSc, ASA Sun Life Financial, Toronto (Ontario), Canada, M5H 1J9
,
Debbie J. Dupuis PhD Department of Management Sciences, HEC Montréal, Montréal (Québec), Canada, H3T 2A7
&
Bruce L. Jones PhD, FSA, FCIA Department of Statistical & Actuarial Sciences, University of Western Ontario, London (Ontario), Canada, N6A 5B7
Pages 162-178 | Published online: 02 Jan 2013

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Read on this site (5)

Han Li & Qihe Tang. (2022) Joint Extremes in Temperature and Mortality: A Bivariate POT Approach. North American Actuarial Journal 26:1, pages 43-63.
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Min Ji, Mostafa Aminzadeh & Min Deng. (2020) Predictive Modeling of Threshold Life Tables. North American Actuarial Journal 24:2, pages 316-332.
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Jesson J. Einmahl, John H. J. Einmahl & Laurens de Haan. (2019) Limits to Human Life Span Through Extreme Value Theory. Journal of the American Statistical Association 114:527, pages 1075-1080.
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Samuel Gbari, Michel Poulain, Luc Dal & Michel Denuit. (2017) Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death. North American Actuarial Journal 21:3, pages 397-416.
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Johnny Siu-Hang Li, MaryR. Hardy & Ken Seng Tan. (2008) Threshold Life Tables and Their Applications. North American Actuarial Journal 12:2, pages 99-115.
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Articles from other publishers (11)

Jackie Li & Jia Liu. (2020) A modified extreme value perspective on best-performance life expectancy. Journal of Population Research 37:4, pages 345-375.
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Fei Huang, Ross Maller & Xu Ning. (2020) Modelling life tables with advanced ages: An extreme value theory approach. Insurance: Mathematics and Economics 93, pages 95-115.
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Anthony Medford & James W. Vaupel. (2019) Extremes are not normal: a reminder to demographers. Journal of Population Research 37:1, pages 91-106.
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Michel Denuit, Donatien Hainaut & Julien TrufinMichel Denuit, Donatien Hainaut & Julien Trufin. 2019. Effective Statistical Learning Methods for Actuaries I. Effective Statistical Learning Methods for Actuaries I 401 441 .
A. Ferreira & F. Huang. (2018) Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud). Extremes 21:3, pages 373-382.
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Y Chiu, F Chebana, B Abdous, D Bélanger & P Gosselin. (2016) Mortality and morbidity peaks modeling: An extreme value theory approach. Statistical Methods in Medical Research 27:5, pages 1498-1512.
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Adrien Marck, Juliana Antero, Geoffroy Berthelot, Guillaume Saulière, Jean-Marc Jancovici, Valérie Masson-Delmotte, Gilles Boeuf, Michael Spedding, Éric Le Bourg & Jean-François Toussaint. (2017) Are We Reaching the Limits of Homo sapiens?. Frontiers in Physiology 8.
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Anthony Medford. (2017) Best-practice life expectancy: An extreme value approach. Demographic Research 36, pages 989-1014.
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Edward L. Melnick & Aaron Tenenbein. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Edward L. Melnick & Aaron Tenenbein. 2007. Encyclopedia of Quantitative Risk Analysis and Assessment. Encyclopedia of Quantitative Risk Analysis and Assessment.
Jesson Einmahl, John H. J. Einmahl & Laurens de Haan. (2017) Limits to Human Life Span Through Extreme Value Theory. SSRN Electronic Journal.
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