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A simple model of mortality trends aiming at universality: Lee Carter + Cohort
mortality trends aiming universality
2010/10/19
The Lee Carter modelling framework is widely used because of its simplicity and robustness despite its inability to model specific cohort effects. A large number of extensions have been proposed that ...
Hedging Pure Endowments with Mortality Derivatives
Mortality Derivatives Pricing of Securities
2010/12/13
In recent years, a market for mortality derivatives began developing as a way to handle systematic mortality risk, which is inherent in life insurance and annuity contracts. Systematic mortality risk...