Longevity Risk and Annuity Pricing with the Lee-Carter Model

E-ISSN： 2044-0456|15|2|317-343

ISSN： 1357-3217

Source： British Actuarial Journal, Vol.15, Iss.2, 2009-07, pp. : 317-343

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Longevity Risk and Annuity Pricing with the Lee–Carter Model. Discussion Held at the Faculty of Actuaries

British Actuarial Journal, Vol. 15, Iss. 2, 2009-07 ,pp. : 344-365

Cambridge University Press

Access to resources Recommend Favorite

Optimal annuity planning and longevity risk: evidence from Korea

By Yuh Yoonkyung Yang Jaehwan

Applied Economics, Vol. 43, Iss. 11, 2011-04 ,pp. : 1423-1433

Routledge Ltd

Access to resources Recommend Favorite

Longevity and economic growth in a dynastic family model with an annuity market

By Zhang J. Zhang J.

Economics Letters, Vol. 72, Iss. 2, 2001-08 ,pp. : 269-277

Elsevier

Access to resources Recommend Favorite

A Multivariate Model of Strategic Asset Allocation with Longevity Risk

Journal of Financial and Quantitative Analysis, Vol. 52, Iss. 5, 2017-10 ,pp. : 2251-2275

Cambridge University Press

Access to resources Recommend Favorite

Nonexclusivity, Linear Pricing, and Annuity Market Screening

JOURNAL OF RISK AND INSURANCE, Vol. 82, Iss. 1, 2015-03 ,pp. : 1-32

John Wiley & Sons Inc

Access to resources Recommend Favorite