Essay on Dynamic Modeling in Life Insurance and Private Pension: Longevity, Surrender and Embedded Options

Abstract

(UERJ) and the Brazilian College of Insurance (ESNS). His research focus on actuarial sciences, modeling and risk management, applications of time series to insurance and pension plan. Ficha Catalográfica CDD: 621.3 Neves, César da Rocha Essay on dynamic modeling in life insurance and private pension: longevity, surrender and embedded options / César da Rocha Neves; advisor: Cristiano Augusto Coelho Fernades; co-advisor: Álvaro de Lima Veiga Filho.-2015.