Stochastic Mortality Models with Applications in Financial Risk Management
In product pricing and reserving, actuaries are often required to make predictions of future death rates. In the past, this has been performed by using deterministic improvement scales that give only a single mortality trajectory. However, there is enormous likelihood that future death rates will tu...
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| Format: | Others |
| Language: | en |
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2007
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| Online Access: | http://hdl.handle.net/10012/3108 |