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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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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