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Alexandre Boumezoued

Alexandre Boumezoued is the Head of R&D at Milliman's Paris office

Articles written by Alexandre Boumezoued

The cohort effects that never were

The analysis of cohort effects has long fascinated the actuarial community; these effects correspond to the observation that specific generations can have longevity characteristics different from those of the previous and the following ones. However, Richards (2008) conjectured that these cohort effects might be errors caused by sudden changes in fertility patterns.
Tags: Filter information matrix by tag: cohort effect, Filter information matrix by tag: mortality improvements