Modelling longevity dynamics for pensions and annuity business
Auteur :
Pitacco, Ermanno / Denuit, Michel / Haberman, Steven / Olivieri, Annamaria
Éditeur :
Oxford University Press
ISBN :
9780199547272
Date de publication :
29 janv. 2009
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
737 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
A text aimed at researchers and postgraduates actuarial science, statistics, and actuarial mathematics providing a comprehensive and detailed description of statistical methods for projecting mortality, and an extensive discussion of some important issues concerning the longevity risk in the area of life annuities and pension benefits.