Actuarial analysis of a reverse mortgage applying a
modi ed Lee-Carter model based on the projection of
the skewness of the mortality

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
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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