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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