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Longevity Risk from a Pension Fund Perspective

Name: Longevity Risk from a Pension Fund Perspective
Price: 18.95 EUR
Availability: InStock
Author: Lasse Erdweg
ISBN: 978-3-668-09429-1

Seminar Paper, 2015

18 Pages, Grade: 1.7

Lasse Erdweg (Author)

Excerpt

List of Figures

List of Tables

List of Abbreviations

1 Introduction

2 Literature Review

3 Model Implementation
3.1 Estimation of A_1 and A_2
3.2 Prediction of A_1 and A_2
3.3 Predicted Mortality Rates for 2030
3.4 Pricing of an Immediate Pension Annuity

4 Conclusion

References

Excerpt out of 18 pages

Details

Title: Longevity Risk from a Pension Fund Perspective
College: University of Frankfurt (Main) (Faculty of Economics and Business Administration)
Grade: 1.7
Author: Lasse Erdweg (Author)
Year: 2015
Pages: 18
Catalog Number: V310639
ISBN (eBook): 9783668094284
ISBN (Book): 9783668094291
File size: 2033 KB
Language: English
Keywords: longevity risk, systematic longevity risk, mortality, Lee and Carter one factor model, average mortality

Quote paper: Lasse Erdweg (Author), 2015, Longevity Risk from a Pension Fund Perspective, Munich, GRIN Verlag, https://www.grin.com/document/310639

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