Description: We propose an age-shift model to modify the LC model and deal with the problem of parameters. The proposed method attains smaller estimation errors with respect to mean absolute percentage error or mean square error. We also apply the proposed age-shift model to the mortality rates of these four countries to evaluate the longevity risk in annuity products by measuring life expectancy.

Description: We propose an age-shift model to modify the LC model and deal with the problem of parameters. The proposed method attains smaller estimation errors with respect to mean absolute percentage error or mean square error. We also apply the proposed age-shift model to the mortality rates of these four countries to evaluate the longevity risk in annuity products by measuring life expectancy.

Description: This is the Chronic Diseases and Longevity Risk: An Application to Type II Diabetes Insurancce Products paper authored by Hsin-Chung Wang, Jack C. Yue and Ting-Chung Chang for Session 6B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: Presented at Living to 100 Symposium, January 2011. This study adapts the idea of regular discount sequence in the bandit problem, and uses it to interpret life expectancy, as well as to develop a model for survival probabilities. Data came from multiple countries.

Description: This is the Chronic Diseases and Longevity Risk: An Application to Type II Diabetes Insurance Products abstract authored by Hsin-Chung Wang, Jack C. Yue and Ting-Chung Chang for Session 5B of the January 13-15, 2020 Living to 100 Symposium in Orlando, Florida.

Description: We provide a possible solution to deal with the parameter estimation of mortality models when the population size is small, based on graduation methods.

Description: Presented at the Living to 100 Symposium, January 2011. This study explores increasing life expectancy by examining the basic properties of survival curves. Specifically, the author checks for signs of mortality compression, using a non-traditional approach. The results indicate that human longevity is likely to increase, at least for a while, and longevity risk should be seriously considered in pricing annuity products. Some suggestions for dealing with the longevity risk are also proposed.

Description: Presented at Living to 100 Symposium, January 2011. This research studies coherent mortality modeling by combining a group of populations with similar period effects - e.g., mortality behaviors - in an effort to improve the stability of mortality modeling for older ages.

Description: We provide a possible solution to deal with the parameter estimation of mortality models when the population size is small, based on graduation methods.

Description: Presented at Living to 100 symposium, January 2002. This paper proposes a standard operating procedure for testing the Gompertz assumption using yearly age-specific mortality data, and the impacts of the data collection period and population sizes on the testing results are discussed.