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1. AN ANALYSIS OF LONGEVITY BASIS RISK IN THE UNITED STATES

open_access

Open Access

Author:: Sukunda, Joseph
Title:: AN ANALYSIS OF LONGEVITY BASIS RISK IN THE UNITED STATES
Area of Honors:: Mathematics
Keywords:: Longevity Basis Risk
Longevity Risk
Longevity Risk Transfer
VAR Model
Lee-Carter Model
Pension
Annuity
File:: Download Sukunda_Thesis_Final.pdf
Thesis Supervisors:: Nan Zhu, Thesis Supervisor
Leonid N Vaserstein, Thesis Honors Advisor
Anna L Mazzucato, Faculty Reader