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Velocity of Diversification
probability and statistics. For many years at the Valuation Actuary Symposium, I have led and co-taught a ... or more and analyze possible results. However, valuation and risk folks will surely remind him or her ...- Authors: Douglas Robbins
- Date: Jun 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Product Matters!
- Topics: Annuities>Individual annuities; Annuities>Pricing - Annuities; Demography>Mortality - Demography; Demography>Longevity; Life Insurance>Pricing - Life Insurance; Technology & Applications>Analytics and informatics
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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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Mortality Compression and Longevity Risk
used. We shall use the 1999-2001 Complete Life Table for Taiwanese males as a demonstration. Figure ... Rates of Taiwanese Males (1999-2001 Complete Life Table) In this paper, to avoid the influence of graduation ...- Authors: Ching-Syang Jack Yue
- Date: Jan 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Global Perspectives
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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