Open AccessA state-space estimation of the Lee-Carter Mortality Model and implications for annuity pricing
Author(s) -
Man Chung Fung,
Gareth W. Peters,
Pavel V. Shevchenko
Publication year - 2015
Publication title -
weber, t., mcphee, m.j. and anderssen, r.s. (eds) modsim2015, 21st international congress on modelling and simulation
Language(s) - English
Resource type - Conference proceedings
DOI - 10.36334/modsim.2015.e1.fung
Subject(s) - annuity , actuarial science , estimation , state space , econometrics , economics , computer science , financial economics , life annuity , finance , statistics , mathematics , management , pension