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A Study of the Lee-Carter Model with Age-Shifts
A Study of the Lee-Carter Model with Age-Shifts We propose an age-shift model to modify the LC model ... deal with the problem of parameters. The proposed method attains smaller estimation errors with respect ...- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks
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Managing Retirement Assets Symposium: Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity
Annuity Pricing in the Presence of Unobserved Heterogeneity This paper develops a model of annuity mortality ... that facilitates a more thorough evaluation of the issues of policyholder antiselection and insurance company ...- Authors: Kim Balls
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Annuities>Pricing - Annuities