Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach
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Publication:2157215
DOI10.1007/s13385-021-00279-wzbMath1492.91274OpenAlexW3162090594MaRDI QIDQ2157215
Publication date: 27 July 2022
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-021-00279-w
pensionsstochastic mortality modelslongevity optionsBayesian model ensemblelongevity-linked life annuities
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