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Quantification and Management of Longevity Risk in China
total amount of life annuities purchased with individual savings in 2006 was 62.6 billion yuan. In 2016 ... (iii) No death count is reported for a number of individual age-time cells (e.g., age 7, 2008, males). Overall ...- Authors: Siu-Hang Li, Wai Chan, Kenneth Zhou
- Date: Oct 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
of conditional heteroskedas- ticity. Reported in Table 1, the test results reject the null hypothesis that ... the estimates of θ, ω, a and b are reported in Table 2. The existence of conditional heteroskedasticity ...- 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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Quantification and Management of Longevity Risk in China
Quantification and Management of Longevity Risk in China This is the Quantification and Management ... studies and projection techniques as well as individual reports on health care, retirement and other ...- Authors: Kenneth Zhou, Wai Chan, Siu-Hang Li
- Date: Oct 2020
- Topics: Demography