Global ETD Search
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Showing 1 to 3 of 3 for “"Life Annuities"”.
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Life Annuities under Random Rates of Interest.
… the accumulated value functions of some annuities-certain. We then investigate the accumulated value of these annuities where the interest is a random variable under some restrictions. Calculations are derived for the expected value and the variance of these accumulated values and present …
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Stochastic analysis of longevity and investment risk in the context of life annuities
… the effect oflongevity risk in the context of life annuities. It develops different tools and frameworks to measure this risk as a step to facilitate the risk management oflongevity risk. Particular attention is directed to stochastic modelling which allows the uncertainty of future projections …
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Modelling mortality heterogeneity using health trajectories and multimorbidity
… that can improve the design and demand of annuities and other longevity linked products. Deriving mortality risk profiles using the clustering of health trajectories and unsupervised machine learning algorithms is seldomly investigated in the literature. The first project in this thesis …