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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series ... forecasting methods to produce point forecasts of mortality rates at older ages and price fixed-term annuities ...- Authors: Steven Haberman, Han Lin Shang
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Pricing - Annuities
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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series ... forecasting methods to produce point forecasts of mortality rates at older ages and price fixed-term annuities ...- Authors: Han Lin Shang, Steven Haberman
- Date: Aug 2017
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On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter ... assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks