Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach

Participating longevity-linked life annuities (PLLA) in which benefits are updated periodically based on the observed survival experience of a given underlying population and the performance of the investment portfolio are an alternative insurance product offering consumers individual longevity risk...

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Detalles Bibliográficos
Autor principal: Bravo, Jorge Miguel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8117133/
https://www.ncbi.nlm.nih.gov/pubmed/34002122
http://dx.doi.org/10.1007/s13385-021-00279-w