Abstract
The purpose of this research is to increase the information content in mortality projection in order to enhance the forecasting performance, and to deal with further technical problems in hedging longevity risk using parametric mortality indexes.
Original language | English |
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Place of Publication | Singapore |
Publisher | Nanyang Technological University |
Commissioning body | SCOR Foundation |
Number of pages | 110 |
Publication status | Published - Oct 2018 |