Ensemble modelling for forecasting mortality and its implications for annuity pricing and risk management

Shang, Hanlin (Primary Chief Investigator)
Li, Jackie (Chief Investigator)
Pitt, David (Chief Investigator)

Department of Actuarial Studies and Business Analytics

Project: Research

Description

MQBS Research Accelerator Project Scheme

Layman's description

Develop statistical models to forecast mortality and estimate annuity prices

Status	Finished
Effective start/end date	1/07/20 → 30/06/21