Browsing NHH Brage by Author "Stenmark, Vetle Grønlie"
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Longevity risk and the implications for Norwegian annuity providers : a quantitative analysis of longevity risk in light of the solvency II standard formula and internal model
Svartdal, Espen Gregusson; Stenmark, Vetle Grønlie (Master thesis, 2018)A significant part of the liabilities of Norwegian insurance companies and annuity providers consists of lifetime pension products. These pension products are subject to what is referred to as longevity risk, i.e. the risk ...