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

Detalhes bibliográficos
Autor principal: Salvo, Alberto Di (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2022
Assuntos:
Mortality
Deep Learning
Long short-term memory
Gated Recurrent Unit
Lee-Carter model
Longevity risk
Longevity swap
Longevity swap pricing
Texto completo:http://hdl.handle.net/10362/145541
País:Portugal
Oai:oai:run.unl.pt:10362/145541

Texto Completo

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

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