Demographic risk in deep-deferred annuity valuation
Year of publication: |
2017
|
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Authors: | Ji, Min ; Zhou, Rui |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. 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 | Altersvorsorge | Retirement provision | Risikomodell | Risk model | Lebensversicherung | Life insurance | Theorie | Theory | Bevölkerungsentwicklung | Demographic development | Private Altersvorsorge | Private retirement provision | Risikomanagement | Risk management | Finanzmathematik | Mathematical finance | Alternde Bevölkerung | Aging population |
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