Demographic risk in deep-deferred annuity valuation
Min Ji, Rui Zhou
| Year of publication: |
2017
|
|---|---|
| Authors: | Ji, Min ; Zhou, Rui |
| Published in: |
Annals of actuarial science. - Cambridge : Cambridge University Press, ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 11.2017, 2, p. 286-314
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| Subject: | High age mortality | Mortality improvement rate model | Deep-deferred annuity | Model risk | Parameter risk | Sterblichkeit | Mortality | Risiko | Risk | Risikomodell | Risk model | Lebensversicherung | Life insurance | Altersvorsorge | Retirement provision | Theorie | Theory | Risikomanagement | Risk management | Alternde Bevölkerung | Aging population | Private Altersvorsorge | Private retirement provision | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S174849951700001X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011820667