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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality ... estimates to calibrate the rnodel. Annuities;Annuity valuation;Beneficiaries;Derivatives;Discount rates=Interest ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Understanding Relationships Using Copulas
Madison, Wisconsin 53706 jfrees@bus.wisc.edu Table of Contents Abstract 1. Introduction Empirical ... Copula and its Partial Derivatives Appendix B - Table of Families of One-Parameter Copulas Annotated ...- Authors: Edward Frees, Emiliano Valdez
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods