Mortality regimes and longevity risk in a life annuity portfolio

DOI10.1080/03461238.2014.882860zbMath1401.91163OpenAlexW2089262981MaRDI QIDQ4576922

Killian Lemoine

Publication date: 11 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2014.882860

zbMATH Keywords

regime-switching modelslongevity riskmortality projection

Mathematics Subject Classification ID

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Cites Work

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• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• A Test for Normality of Observations and Regression Residuals
• Pricing Annuity Guarantees Under a Regime-Switching Model
• A Regime-Switching Model of Long-Term Stock Returns

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