An investigation into the Lee Carter stochastic mortality model and its application to the valuation of pension scheme liabilities in a stochastic framework
Author(s)
Hughes, Eleanor
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
Format Extent
347873 bytes
Creator
Hughes, Eleanor
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Actuarial Finance