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 | Altersvorsorge | Retirement provision | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Leibrente | Life annuity | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model | Finanzmathematik | Mathematical finance |
freely available
| Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
|---|---|
| Series: | Research paper series. - [Trieste] : [Dipartimento di scienze economiche, aziendali, matematiche e statistiche "Bruno de Finetti", Università degli studi di Trieste], ZDB-ID 3010531-6. - Vol. 2021, n. 2 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 978-88-5511-257-4 |
| Other identifiers: | hdl:10077/32217 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012615282