Modelling Longevity Dynamics for Pensions and Annuity Business

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Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations concerning pensions, life annuities and other living benefits (provided, for example, by long-term care insurance products and whole life sickness covers) are based on survival probabilities which necessarily extend over a long time horizon. In order to avoid ...

Modelling Longevity Dynamics for Pensions and Annuity Business 2009, Oxford University Press, USA, Oxford, England

ISBN-13: 9780199547272

Hardcover

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