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Components of Historical Mortality Improvement Volume 1 — Background and Mortality Improvement Rate Modeling
Components of Historical Mortality Improvement Volume 1 — Background and Mortality Improvement Rate Modeling ... methodologies for allocating U.S. historical gender-specific mortality improvement experience into four ...- Authors: Society of Actuaries, Siu-Hang Li, Rui Zhou, Yanxin Liu
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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Quantification and Management of Longevity Risk in China
China January 2020 Aging and Retirement Mortality and Longevity Copyright © 2020 Society of ... Insurance Research Financial Reporting Section Mortality and Longevity Research Product Development Section ...- Authors: Siu-Hang Li, Wai Chan, Kenneth Zhou
- Date: Oct 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Threshold Life Tables and Their Applications
introduces the Threshold Life Table as a solution to the problem of modeling mortality for extreme ages. This ... attainable age, without it being chosen arbitrarily. Mortality modeling; 5961 1/1/2007 12:00:00 AM ...- Authors: Siu-Hang Li
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Modeling & Statistical Methods>Stochastic models
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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
Science, University of Waterloo, Canada Johnny S.-H. Li Department of Statistics and Actuarial Science ... Investors Know About? Kenneth Q. Zhou and Johnny S.-H. Li Department of Statistics and Actuarial Science ...- Authors: Kenneth Zhou, Siu-Hang Li
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
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Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced Ages
in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced ... we investigate the dynamics of the Lee-Carter mortality index parameter kt. Specifically, we perform statistical ...- Authors: Wai Chan, Siu-Hang Li, SIU HUNG CHEUNG
- Date: Jan 2008
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Report on Mortality Improvement Scales for Canadian Insured Lives
Report on Mortality Improvement Scales for Canadian Insured Lives This paper reports on a detailed statistical ... statistical analysis of mortality improvement for the Canadian population and for the Canadian insured ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: Mar 2008
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2005 Living to 100 and Beyond Monograph: The Lee-Carter Model for Forecasting Mortality Revisited
Forecasting Mortality Revisited Paper discusses the possible effect of outliers on the mortality index from ... Living to 100 and Beyond Monograph, M-LI05-1. Mortality modeling; 8592 1/12/2005 12:00:00 AM ...- Authors: Siu-Hang Li
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Components of Historical Mortality Improvement Volume 2 − Mortality Rate Modeling and Conclusions
Components of Historical Mortality Improvement Volume 2 − Mortality Rate Modeling and Conclusions This ... method;residual;cohort;period;age;deterioration;historical mortality improvement 6442478986 10/5/2017 12:00:00 AM ...- Authors: Society of Actuaries, Yanxin Liu, Rui Zhou, Siu-Hang Li
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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Report on Mortality Improvement Scales for Canadian Insured Lives
Report on Mortality Improvement Scales for Canadian Insured Lives A detailed statistical analysis of ... of mortality improvement for the Canadian population and for the Canadian insured lives conducted by the ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality
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A Cautionary Note on Pricing Longevity Index Swaps
participants to hedge or gain exposure to longevity and mortality risks. This presentation offers a quantitative ... of death rates under a two-factor stochastic mortality model in a risk-adjusted probability measure, ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models