Modeling issues in longevity and bonus-malus system

• Main Author: Tan, Chong It
• Other Authors: Li Siu-Hang, Johnny
• Format: Theses and Dissertations
• Language: English
• Published: 2015
• Subjects: DRNTU::Business::Finance::Actuarial science
• Online Access: https://hdl.handle.net/10356/63168
• Institution: Nanyang Technological University

This thesis explores several modeling issues in longevity and bonus-malus system. On one hand, research in the areas of longevity and mortality are closely related. Mortality is one of the oldest research topics in actuarial science, dates back to year 1825 when Benjamin Gompertz published the law o...