FORECASTING STOCHASTIC MORTALITY RATE AND LONGEVITY RISK MEASURE

FORECASTING STOCHASTIC MORTALITY RATE AND LONGEVITY RISK MEASURE

Life insurance company and pension funds require predictive mortality rate to calculate premiums and claims reserves. Meanwhile, realized mortality rate determine claim expense of company. The difference value between realized and expected mortality rates leads to potential losses to insurer. Theref...

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書目詳細資料
主要作者:	HIDAYAT KALLA (NIM : 20814024), YUSUF
格式:	Theses
語言:	Indonesia
在線閱讀:	https://digilib.itb.ac.id/gdl/view/24835
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Institut Teknologi Bandung
語言:	Indonesia

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