Estimation and analysis of life annuity premiums with distortion risk measures
Although longevity risk has always been tied to life annuities, the continuous improvement of life expectancy and the current low interest and inflation rates, as well as the less favourable equity returns, have unveiled the magnitude of this risk. Hence, life insurers have to rely on management tec...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2018
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| Online Access: | https://eprints.nottingham.ac.uk/53832/ |