Essays on long-term mortality and interest rate risk

Open Access
Authors
  • J.P. de Kort
Supervisors
Cosupervisors
Award date 07-07-2017
ISBN
  • 978-94-6332-193-8
Number of pages 142
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
  • Faculty of Economics and Business (FEB)
Abstract This dissertation comprises a study of long-term risks which play a major role in actuarial science. In Part I we analyse long-term mortality risk and its impact on consumption and investment decisions of economic agents, while Part II focuses on the mathematical modelling of long-term interest rates.
Document type PhD thesis
Language English
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