A Study of Mortality Forecasting in Lee-Carter Model: Bootstrap Confidence Interval
碩士 === 東吳大學 === 商用數學系 === 96 === The Lee-Carter (LC) model is one of the most popular methods for modeling mortality rate. In this research, we attempt to analyze the effect of longevity risk on the valuation of insurance products. Since the residuals produced by the original LC model do not follow...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8z6x6j |