FORECASTING STOCHASTIC MORTALITY RATE AND LONGEVITY RISK MEASURE
Life insurance company and pension funds require predictive mortality rate to calculate premiums and claims reserves. Meanwhile, realized mortality rate determine claim expense of company. The difference value between realized and expected mortality rates leads to potential losses to insurer. Theref...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/24835 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |