Work

A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing

Year: 2015

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2699624

Authors: Man Chung Fung, Gareth Peters, Pavel V. Shevchenko

Institutions: Commonwealth Bank of Australia (Australia), University of California, Santa Barbara, Macquarie University

Language: English

Topic: Insurance, Mortality, Demography, Risk Management

Subfield: Demography

Field: Social Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1891108166

Cites: 19

Cited by: 11

Related to: 10