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 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...

Saved in:

書目詳細資料
Main Authors:	Sun, Si Lu, Yu, Shu Mei, Zhang, Chen
其他作者:	Jackie Li
格式:	Final Year Project
語言:	English
出版:	2013
主題:	DRNTU::Business::Finance::Actuarial science
在線閱讀:	http://hdl.handle.net/10356/51573
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

A quantitative analysis of mortality index linearity in Lee-Carter model and its implications : observations from 37 countries
由: Tanadi, Anastasia Bernardine, et al.
出版: (2011)

Ethnic-wise population forecast for Singapore using Lee Carter model for mortality, fertility and migration.
由: Goh, Siu Wei., et al.
出版: (2011)

Forecasting of Singapore's future mortality rates : the Heligman-Pollard model and its comparison to the Lee-Carter model.
由: Chua, Hui Shan., et al.
出版: (2009)

Longevity and statistical modelling
由: Yang, Bowen
出版: (2017)

Modeling issues in longevity and bonus-malus system
由: Tan, Chong It
出版: (2015)

The Lee-Carter model under Bayesian analysis : Markov Chain Monte Carlo simulation with WinBUGS.
由: Tan, Chong It., et al.
出版: (2010)

Actuarial modeling and analysis of the Hong Kong Life Annuity Scheme
由: KWONG, Koon Shing, et al.
出版: (2019)

THE INFLUENCE OF LEE-CARTER STOCHASTIC MORTALITY ASSUMPTION AND GOMPERTZ DETERMINISTIC MORTALITY ASSUMPTION TO THE VALUES OF ANNUITIES, BENEFITS, AND PREMIUMS
由: NUR FAHIRAH SUDDING (NIM : 20811003); Pembimbing : Dr. M. Syamsuddin, FAUZIAH

Longevity Risk and Annuities in Singapore
由: Fong, Joelle H. Y., et al.
出版: (2010)

REGRESSION-BASED MONTE CARLO METHODS FOR STOCHASTIC CONTROL MODELS: VARIABLE ANNUITIES WITH LIFELONG GUARANTEES
由: HENG RUI YAN RYAN
出版: (2021)

Capital adequacy and allocation for a property and casualty insurer in Singapore : a comparison between dynamic financial analysis (DFA) model and risk based capital (RBC) requirements.
由: Cheah, Yen Seng., et al.
出版: (2010)

Singapore’s LIFE program: Actuarial framework, longevity risk and impact of annuity fund return
由: KWONG, Koon Shing, et al.
出版: (2017)

PERAMALAN MORTALITA DENGAN MENGGUNAKAN METODE LEE-CARTER FORECASTING MORTALITY USING THE LEE-CARTER METHOD
由: , Tri Tanami Sukraini, et al.
出版: (2013)

Acturial analysis of effect of low yield on non-par insurance products.
由: Lee, Zi Wei., et al.
出版: (2008)

An actuarial analysis of emerging trends and demands in the life insurance market in Singapore
由: Wong, Chee Kit, et al.
出版: (2014)

Lee-Carter model and Kernel PCA
由: Wu, Yuanqi
出版: (2022)

A quantitative analysis and comparison on mortality in the industrialized developing economies affiliated with China (Hong Kong SAR and Taiwan) using five stochastic mortality models
由: Tan, Jun Da, et al.
出版: (2010)

LIFE TABLE CONSTRUCTION WITH LEE-CARTER MODEL
由: HIDAYAT (NIM 20107103); Pembimbing: DR. Udjianna S. Pasaribu, TAOFIK

Financial mathematics for actuaries
由: CHAN, Wai-Sum, et al.
出版: (2021)

LEE-CARTER MODEL FOR CENTRAL MORTALITY RATEâS FORECAST
由: Septirana Putri, Amalina

An evolutionary investigation on plant regeneration
由: Tan, Jia Hui
出版: (2017)

Loss and allocated Loss adjustment expenses modelling using symmetric and asymmetric copulas.
由: Lee, Jia Yin., et al.
出版: (2011)

Actuarial executives and insurer’s risk level : do actuarial executives make difference?
由: Ang, Zie Sen, et al.
出版: (2013)

Applications of actuarial techniques to credit default swap pricing
由: Lim, Zheng Xian, et al.
出版: (2012)

A Bayesian multivariate risk-neutral method for pricing reverse mortgages
由: Kogure, Atsuyuki, et al.
出版: (2014)

A study of the mortality trend of the Singapore population
由: Goh, Jio Young, et al.
出版: (2014)

Application of actuarial skills to non-insurance industries
由: Chan Keng Hong, Tan Meow Yee Karen
出版: (2014)

Estimating outstanding claims reserves using copula.
由: Kee, Meng Yew., et al.
出版: (2010)

A study on the current problems faced by the Singapore life insurance industry
由: Ho, Puay Chin, et al.
出版: (2014)

Modelling outstanding claims liability for workers’ compensation, general liability and automobile liability using Bayesian MCMC simulation
由: Pan, Jin, et al.
出版: (2009)

Application of the affine stochastic model on Singapore mortality data.
由: Chia, Fu Yuan., et al.
出版: (2008)

Skew T and skew normal distributions in modelling insurance loss and reliability data
由: Vo, Phuoc Hiep, et al.
出版: (2011)

Application of copula in loss reserving
由: Chua, Wai Ming, et al.
出版: (2012)

Limitations of gompertz law, and alternative models for analyzing life data
由: Kwek, Ee Ling, et al.
出版: (2008)

New birth cohort life tables for Singapore residents, 1980 - 2007.
由: Chong, Yechao., et al.
出版: (2009)

Actuarial and finance applications of markov chains : a survey
由: Ang, Kok Khoon, et al.
出版: (2008)

Investigation of the critical illness gap in Singapore.
由: Seng, Wilson Yi Liang., et al.
出版: (2009)

Modelling long term care insurance in Singapore
由: Lai, Shuxian, et al.
出版: (2009)

An exploration of non-exponential family distributions in run-off triangle.
由: Teo, Wesley., et al.
出版: (2011)

A selection methodology for faster acceptance of the estimation of loss distribution models.
由: Luo, Xiao Rong.
出版: (2008)