A Deep Learning integrated mortality model for Longevity Swap pricing

Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management

Bibliographic Details
Main Author: Salvo, Alberto Di (author)
Format: masterThesis
Language:eng
Published: 2022
Subjects:
Mortality
Deep Learning
Long short-term memory
Gated Recurrent Unit
Lee-Carter model
Longevity risk
Longevity swap
Longevity swap pricing
Online Access:http://hdl.handle.net/10362/145541
Country:Portugal
Oai:oai:run.unl.pt:10362/145541

Internet

http://hdl.handle.net/10362/145541

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