Actuarial analysis of a reverse mortgage applying a modi ed Lee-Carter model based on the projection of the skewness of the mortality
DC Field | Value |
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dc.contributor.author | Hangsuck Lee |
dc.contributor.author | Sangdae Park |
dc.contributor.author | Hyeyoun Baek |
dc.date.accessioned | 2019-03-13T06:55:35Z |
dc.date.available | 2019-03-13T06:55:35Z |
dc.date.issued | 2018-03-31 |
dc.identifier.issn | 1225-066X |
dc.identifier.uri | https://repository.kihasa.re.kr/handle/201002/31592 |
dc.format.extent | 20 |
dc.language | eng |
dc.publisher | 한국통계학회 |
dc.title | Actuarial analysis of a reverse mortgage applying a modi ed Lee-Carter model based on the projection of the skewness of the mortality |
dc.type | Article |
dc.type.local | Article(Academic) |
dc.subject.keyword | Lee-Carter model |
dc.subject.keyword | reverse mortgage |
dc.subject.keyword | longevity risk |
dc.subject.keyword | the projection of future mortality |
dc.subject.keyword | skewness |
dc.contributor.affiliatedAuthor | Hyeyoun Baek |
dc.identifier.doi | 10.5351/KJAS.2018.31.1.077 |
dc.identifier.url | https://doi.org/10.5351/KJAS.2018.31.1.077 |
dc.identifier.localId | KIHASA-2110 |
dc.citation.title | The Korean Journal of Applied Statistics |
dc.citation.volume | 31 |
dc.citation.number | 1 |
dc.citation.date | 2018 |
dc.citation.startPage | 77 |
dc.citation.endPage | 96 |
dc.identifier.bibliographicCitation | The Korean Journal of Applied Statistics, vol. 31, no. 1, pp. 77 - 96 |
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