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A Study of the Lee-Carter Model with Age-Shifts
to deal with longevity risk in pricing and valuation. 3 1. Introduction The life expectancy ... annuity products computed from a period mortality table can be as much as 40 percent lower than that ...- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks
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Coherent Mortality Modeling for a Group of Populations
improper to prepare mortality forecasts for individual nations in isolation. White (2002) found there ... accuracy for two coherent groups is presented in Table 1. According the log-likelihood, AIC and BIC criteria ...- Authors: Ching-Syang Jack Yue, Yu-Yun Yeh, Sharon Yang
- Date: Jan 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Modeling & Statistical Methods>Forecasting
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A Study of the Lee-Carter Model with Age-Shifts Abstract
A Study of the Lee-Carter Model with Age-Shifts Abstract We propose an age-shift model to modify the LC model and deal with the problem ... actuary to deal with longevity risk in pricing and valuation.- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks