Managing longevity risks in Singapore : an analysis of returns on variable annuities using the Lee-Carter model, financial time series analysis and Monte Carlo simulation
Managing longevity risks is of growing importance in Singapore due to demographic changes and the unique retirement policy. There is a growing demand for variable annuity products to shield against the erosion of inflation and the diminishing annual income as life expectancy continues to improve. Ho...
محفوظ في:
المؤلفون الرئيسيون: | Sun, Si Lu, Yu, Shu Mei, Zhang, Chen |
---|---|
مؤلفون آخرون: | Jackie Li |
التنسيق: | Final Year Project |
اللغة: | English |
منشور في: |
2013
|
الموضوعات: | |
الوصول للمادة أونلاين: | http://hdl.handle.net/10356/51573 |
الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
المؤسسة: | Nanyang Technological University |
اللغة: | English |
مواد مشابهة
-
A quantitative analysis of mortality index linearity in Lee-Carter model and its implications : observations from 37 countries
بواسطة: Tanadi, Anastasia Bernardine, وآخرون
منشور في: (2011) -
Ethnic-wise population forecast for Singapore using Lee Carter model for mortality, fertility and migration.
بواسطة: Goh, Siu Wei., وآخرون
منشور في: (2011) -
Forecasting of Singapore's future mortality rates : the Heligman-Pollard model and its comparison to the Lee-Carter model.
بواسطة: Chua, Hui Shan., وآخرون
منشور في: (2009) -
Longevity and statistical modelling
بواسطة: Yang, Bowen
منشور في: (2017) -
Modeling issues in longevity and bonus-malus system
بواسطة: Tan, Chong It
منشور في: (2015)