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 conference › Paper › peer-review

Original language	English
DOIs	https://doi.org/10.2139/ssrn.2699624
Publication status	Published - 31 Jul 2015
Event	21st International Congress on Modelling and Simulation 2015 - Queensland Australia, Queensland, Australia Duration: 4 Dec 2015 → 4 Dec 2015 Conference number: 21 https://www.mssanz.org.au/modsim2015/

Conference	21st International Congress on Modelling and Simulation 2015
Abbreviated title	MODSIM2015
Country/Territory	Australia
City	Queensland
Period	4/12/15 → 4/12/15
Internet address	https://www.mssanz.org.au/modsim2015/

Access to Document

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title = "State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing",

author = "{Man Chung Fung}, Simon and Gareth Peters and Shevchenko, {Pavel V.}",

year = "2015",

month = jul,

day = "31",

doi = "10.2139/ssrn.2699624",

language = "English",

note = "21st International Congress on Modelling and Simulation 2015, MODSIM2015 ; Conference date: 04-12-2015 Through 04-12-2015",

url = "https://www.mssanz.org.au/modsim2015/",

}

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T1 - State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing

AU - Man Chung Fung, Simon

AU - Peters, Gareth

AU - Shevchenko, Pavel V.

N1 - Conference code: 21

PY - 2015/7/31

Y1 - 2015/7/31

U2 - 10.2139/ssrn.2699624

DO - 10.2139/ssrn.2699624

M3 - Paper

T2 - 21st International Congress on Modelling and Simulation 2015

Y2 - 4 December 2015 through 4 December 2015

ER -