1
-
10
of
14
results (0.7 seconds)
Sort By:
-
Threshold Life Tables and Their Applications
Threshold Life Tables and Their Applications ... This presentation introduces the Threshold Life Table as a solution to the problem of modeling mortality ...- 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
-
A Summary of IFRS Convergence: The Role of Stochastic Mortality Models in the Disclosure of Longevity Risk for Defined Benefit Plans
A Summary of IFRS Convergence: The Role of Stochastic Mortality Models in the Disclosure of Longevity ... rates are fixed at a valuation date. If mortality rates reduce after a valuation date, the liabilities ...- Authors: Siu-Hang Li, Yosuke Fujisawa
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Pensions & Retirement>Pension accounting
-
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
-
Report on Mortality Improvement Scales for Canadian Insured Lives
Report on Mortality Improvement Scales for Canadian Insured Lives This paper reports on a ... methods;Stochastic models; Experience Studies – Individual Life Report on Mortality Improvement Scales for ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: Mar 2008
-
Report on Mortality Improvement Scales for Canadian Insured Lives
exponent to the survival probabilities from the base table, which we have derived from the 2001 mortality. ... for women; they are summarized in the following table: 25-Year Survival Probabilities No improvement ...- 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
-
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
-
Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced Ages
variability in the historical central death4 (see Table 1). As a result, we may view the time-varying ... England and Wales and the United States 11 TABLE 1 Proportion of Variance of ln(mx,t) Explained ...- 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
-
On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms
On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms This is ... put option on the sale of the property. The valuation of the NNEG requires a model for stochastic future ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: Nov 2008
-
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
-
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