Etude du risque systématique de mortalité

Economy – Quantitative Finance – General Finance

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

Scientific paper

The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic prospective tables thus built make it possible to project the evolution of the random mortality rates in the future and to quantify the systematic risk of mortality.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Etude du risque systématique de mortalité does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Etude du risque systématique de mortalité, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Etude du risque systématique de mortalité will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-459481

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.