Publication in conference proceedings Q4
Longevity-Linked Life Annuities: A Bayesian Model Ensemble Pricing Approach
Jorge Miguel Bravo (Bravo, J.);
CAPSI 2020 Proceedings
Year (definitive publication)
2020
Language
English
Country
Portugal
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Times Cited: 16

(Last checked: 2025-12-19 03:10)

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Times Cited: 31

(Last checked: 2025-12-18 03:08)

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Abstract
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Acknowledgements
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Keywords
Bayesian Model Ensemble,Forecasting methods,Longevity options,Longevity-linked life annuities,Pension design
Fields of Science and Technology Classification
  • Computer and Information Sciences - Natural Sciences
  • Economics and Business - Social Sciences
Publication Identifiers
2-s2.0-85114372996
9677e7eb-4ebb-47b6-8427-90306c89b72f
2-s2.0-85114372996
2-s2.0-85114372996
ci-pub-101205
Other Publication Details
2020
Associação Portuguesa de Sistemas de Informação
Scopus;
2183-489X (online)
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29
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Yes
Digital
Conference
International
2020
Full Paper
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