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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
three important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ... incorporates stochastic volatility. Hedging;Longevity risk;Stochastic models 6442477636 7/31/2017 12:00:00 ...- 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
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Abstract from 2017 Living to 100 International Symposium
three important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ... stochastic volatility. Stochastic models;Longevity risk;Hedging 6442477414 7/11/2017 12:00:00 AM ...- 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
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A Stochastic Model for CCRCs
continuing care retirement community CCRC populations. The model considers CCRCs with a number of independent ... modeled using a time-homogeneous Markov process. The paper provides some probabilistic results and some ...- Authors: Bruce Jones
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management