State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing

Simon Man Chung Fung, Gareth Peters, Pavel V. Shevchenko

Research output: Contribution to conferencePaper

3 Citations (Scopus)
Original languageEnglish
DOIs
Publication statusPublished - 31 Jul 2015
Event21st International Congress on Modelling and Simulation 2015 - Queensland Australia, Queensland, Australia
Duration: 4 Dec 20154 Dec 2015
Conference number: 21
https://www.mssanz.org.au/modsim2015/

Conference

Conference21st International Congress on Modelling and Simulation 2015
Abbreviated titleMODSIM2015
CountryAustralia
CityQueensland
Period4/12/154/12/15
Internet address

Cite this

Man Chung Fung, S., Peters, G., & Shevchenko, P. V. (2015). State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing. Paper presented at 21st International Congress on Modelling and Simulation 2015, Queensland, Australia. https://doi.org/10.2139/ssrn.2699624