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AAS Call for Papers
AAS Call for Papers The growing global recognition of the importance of climate-related risks ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Mathieu Boudreault, Rui Zhou
- Date: Jul 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Expanding Horizons
- Topics: Finance & Investments; Environment
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Components of Historical Mortality Improvement Volume 1 — Background and Mortality Improvement Rate Modeling
Social Security Adminstration (SSA). The following table summarizes the two data sets used in this report: ... of this report: • x represents the age of an individual; • t represents calendar year; • [x0, x1] is ...- 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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Components of Historical Mortality Improvement Volume 2 − Mortality Rate Modeling and Conclusions
the model is updated every 5 years. The following table summarizes the calibration windows under consideration: ... selected for each Route B candidate model are shown in Table 1. Penalty parameter λ β (1) x λ β (2) x λ β ...- 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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A Cautionary Note on Pricing Longevity Index Swaps
685) (567,673) 0.175 0.175 (557,686) (571,675) Table: 95% confidence intervals for σ (in basis points) ... 566 0 0.316 619 683 553 0.175 0.175 622 678 558 Table: Swap spread (in basis points) under three different ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models