Pricing annuity insurance integrating mortality improvement risk, interest rate risk, insolvency risk and insurance demand

Hong Mao, Krzysztof Ostaszewski, Yuling L. Wang. Pricing annuity insurance integrating mortality improvement risk, interest rate risk, insolvency risk and insurance demand. In 2011 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM), Singapore, Singapore, December 6-9, 2011. pages 704-708, IEEE, 2011. [doi]

Abstract

Abstract is missing.