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Longevity Risk Pricing
Longevity ... compensations for the risks [ ] tt SSE − , as given by (17). [ ]( )( )[ ] ∫ ∫ − − = −−= T t rt T ... rt dtGe dtSSEEe 0 0 ln1 expln1 α ααπ (17) where α is the shorthand notation for ( ) bWW ...- Authors: Jiajia Cui
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Longevity; Health & Disability>Health risks; Reinsurance>Financial reinsurance; Reinsurance>Pricing - Reinsurance