Modelling longevity risk using Lee-Carter model
| dc.contributor.author | Gitau, James King'ara | |
| dc.date.accessioned | 2017-09-11T08:25:09Z | |
| dc.date.available | 2017-09-11T08:25:09Z | |
| dc.date.issued | 2017 | |
| dc.description | A Research project submitted in partial fulfillment of the requirements for the degree of Bachelor of Business Science in Actuarial Science at Strathmore University | en_US |
| dc.description.abstract | Longevity risk is one of the remaining frontiers challenging modern financial markets and financial engineering. It is a major policy issue for governments around the world driven by the increase in the proportion of the aged resulting from improved healthcare and thus improved mortality rates. Increasing and uncertain longevity has emerged as a key risk affecting individuals, pension schemes, insurers and governments in both the developed and emerging world. This paper discusses longevity risk in detail, and its significance to the modern world. | en_US |
| dc.identifier.uri | http://hdl.handle.net/11071/5405 | |
| dc.language.iso | en | en_US |
| dc.publisher | Strathmore University | en_US |
| dc.subject | Longevity risk | en_US |
| dc.subject | Lee-Carter model | en_US |
| dc.subject | Financial markets | en_US |
| dc.title | Modelling longevity risk using Lee-Carter model | en_US |
| dc.type | Projects | en_US |
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