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

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

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

Author(s): Hangsuck Lee ; Sangdae Park ; Hyeyoun Baek

Keyword: Lee-Carter model ; reverse mortgage ; longevity risk ; the projection of future mortality ; skewness

Publication Year: 2018-03-31

Publisher: 한국통계학회

Citation: The Korean Journal of Applied Statistics, vol. 31, no. 1, pp. 77 - 96

Fulltext: https://doi.org/10.5351/KJAS.2018.31.1.077

ISSN: 1225-066X

DOI: 10.5351/KJAS.2018.31.1.077

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