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SYNOPSIS A "SIMPLE" STOCHASTIC MODEL FOR LONGEVITY RISK REVISITED THROUGH BOOTSTRAP Xu Shi, Bridget Browne Key words: Stochastic Mortality Modelling; Annuities; Longevity Risk; Bootstrap Purpose of your paper: We intend
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Document Date: 2014-11-30 03:02:24
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File Size: 115,13 KB
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Country
Australia /
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IndustryTerm
sample annuity product /
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Technology
simulation /
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SocialTag
Actuarial science
Financial institutions
Institutional investors
Annuity
Bootstrapping
Economic model
Insurance
FORECAST
Life annuity
Financial economics