An efficient Monte Carlo based approach for the simulation of future annuity values
Anna Rita Bacinello, Pietro Millossovich, Fabio Viviano
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Bacinello, Anna Rita ; Millossovich, Pietro ; Viviano, Fabio |
| Publisher: |
Trieste : Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche “Bruno de Finetti” |
| Subject: | LSMC | Life annuities | Longevity risk | Stochastic mortality | Sterblichkeit | Mortality | Simulation | Lebensversicherung | Life insurance | Leibrente | Life annuity | Monte-Carlo-Simulation | Monte Carlo simulation | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model | Finanzmathematik | Mathematical finance | Versicherungsmathematik | Actuarial mathematics | Risiko | Risk |
freely available
