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Optimal annuitization under stochastic interest rates

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Modeling and management of longevity risk

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Modeling and Management of Longevity Risk

Cairns, Andrew J. G. - 2020

In this article we review the state of play in the use of stochastic models for the measurement and management of longevity risk. A focus of the discussion concerns how robust these models are relative to a variety of inputs: something that is particularly important in formulating a risk...

Persistent link: https://www.econbiz.de/10012856918