Work

Modelling the Fair Value of Annuities Contracts: The Impact of Interest Rate Risk and Mortality Risk

Year: 2006

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.992211

Authors: Laura Ballotta, Giorgia Esposito, Steven Haberman

Institutions: University of London, City, University of London

Language: English

Topic: Insurance, Mortality, Demography, Risk Management

Subfield: Demography

Field: Social Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2118375154

Cites: 10

Cited by: 15

Related to: 10