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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series ... data; Annuity valuation;Annuities 6442477432 8/17/2017 12:00:00 AM ...- Authors: Han Lin Shang, Steven Haberman
- Date: Aug 2017
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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
corresponds to the Kobe (Great Hanshin) earthquake of Jan. 17, 1995. In prefecture Okinawa, the residents enjoyed ... multiplied by 100, in order to keep 2 decimal places. 17 risks. When one reaches retirement, an optimal ...- 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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On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial ... (e.g., Benjamin and Pollard (1980), Chapter 17). The scales in adjacent frames are set consistently ...- 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