Pricing participating longevity-linked life annuities

Bravo, J. M. (2022). Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach. European Actuarial Journal, 12(1), 125-159. https://doi.org/10.1007/s13385-021-00279-w ------ The author would like to express his gratitude to the editor and to two anonymous referees for...

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Detalhes bibliográficos
Autor principal: Bravo, Jorge Miguel (author)
Formato: article
Idioma:eng
Publicado em: 2022
Assuntos:
Bayesian Model Ensemble
Longevity options
Longevity-linked life annuities
Pensions
Stochastic mortality models
Statistics and Probability
Economics and Econometrics
Statistics, Probability and Uncertainty
SDG 1 - No Poverty
SDG 8 - Decent Work and Economic Growth
SDG 10 - Reduced Inequalities
Texto completo:http://hdl.handle.net/10362/118506
País:Portugal
Oai:oai:run.unl.pt:10362/118506

Texto Completo

http://hdl.handle.net/10362/118506

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