Sökning: "Lee-Carter Model"

Hittade 3 avhandlingar innehållade orden Lee-Carter Model.

1. 1. Benefit Design, Retirement Decisions and Welfare Within and Across Generations in Defined Contribution Pension Schemes

   Författare :Yuwei Zhao de Gosson de Varennes; Per Johansson; Edward Palmer; Tommy Bengtsson; Uppsala universitet; []
   Nyckelord :NDC; ageing population; life expectancy projection; Lee-Carter Model; benefit design; social gap in life expectancy; rate of change in mortality; Economics; Nationalekonomi;

   Sammanfattning : Essay 1 (with Juha Alho and Edward Palmer): All around the world, public pension schemes are moving in the direction of non-financial (NDC) and financial defined contribution (DC) schemes.  Both rely on accurate projections of life expectancy in the creation of annuities. LÄS MER

3. 2. Modern developments in insurance: IFRS 17 and LSTM forecasting

   Författare :Lina Palmborg; Filip Lindskog; Mathias Lindholm; Pietro Millossovich; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

   Sammanfattning : The papers presented here cover two different themes, both with applications in life insurance. The focus in the first paper is on determining the financial position and performance of an insurance company, in a accordance with IFRS 17. LÄS MER

4. 3. Modern developments in insurance mathematics

   Författare :Lina Palmborg; Filip Lindskog; Mathias Lindholm; Vali Asimit; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; matematisk statistik; Mathematical Statistics;

   Sammanfattning : Arguably the most important developments in the insurance industry in the last decade have been centered around two themes: regulation and machine learning. Regulation has affected both actuarial work and research in insurance mathematics through the introduction of Solvency II in 2016, and more recently IFRS 17. LÄS MER