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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 ...

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    • 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
  • Mortality Trajectories at Exceptionally High Ages:A Study of Supercentenarians
    different studied groups are presented in 9 Table 1. Note that in all cases of the 1884–1894 birth ... cohorts and not affected by data truncation. Table 1. Goodness of Fit for Two Mortality Models Subgroup ...

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    • Authors: Natalia Gavrilova, Leonid Gavrilov, Viacheslav Krut'ko
    • Date: Jul 2017
    • Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Demography>Longevity