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Alm et al., 2024 - Google Patents

Estimating Payoff Distributions of US LifeInsurance Portfolios: An Evaluation of Two Approaches: A Monte Carlo Method and the De Pril's Algorithm

Alm et al., 2024

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Document ID
8094584676588614172
Author
Alm H
Lindman J
Publication year

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Snippet

For any fund manager, the ability to project expected returns into the future is vital, but it poses a great deal of uncertainty. When the underlying risk is tied to human longevity, the uncertainty is found in the stochastic nature of mortality. This thesis presents two approaches …
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