Modelling Longevity Dynamics For Pensions And Annuity Business (mathematics Texts).

Modelling Longevity Dynamics For Pensions And Annuity Business (mathematics Texts)

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ISBN details

  • ISBN 10: 0199547270
  • ISBN 13: 9780199547272


Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of life insurance and pension techniques. This text provides a comprehensive and detailed description of methods for forecasting future mortality trends, and an extensive introduction to some important issues concerning longevity risk in the area of life annuities and pension benefits. In particular,there is a focus on the problem of pricing principles accounting for longevity risk. Aimed at researchers and postgraduates of actuarial science, statistics and actuarial mathematics, the book relies onresearch work carried out by the authors, as well as on a wide teaching experience and in CPD (Continuing Professional Development) initiatives.

Other Details

  • Publisher: Oxford University Press
  • Language: Eng
  • Edition: 1
  • Pages: 400
  • Date Published: 2009
  • Authors: Ermanno Pitacco, Michel Denuit, Steven Haberman, Annamaria Olivieri