Description: Presented at Living to 100 Symposium, January 2011. This research studies coherent mortality modeling by combining a group of populations with similar period effects - e.g., mortality behaviors - in an effort to improve the stability of mortality modeling for older ages.

Description: Discussion focuses on available data, purpose of the mortality table, and what changes may be needed. From 2005 Living to 100 and Beyond Monograph, M-LI05-1.

Description: Discussion on Living to 100 Session 4B. Papers presented: Typology and Review of Measures of Human Aging, Longevity and Superlongevity with Applications to US Data and Some Implications for US Public Programs and, Mortality Measurements at Advanced Ages: A Study of the Social Security Master Death File

Description: This paper focuses on the situation of women at high ages and the implications of longer life for women. This paper draws on and brings together work done by the Society of Actuaries in connection with the 2005 post-retirement risk survey, work from Social Security administration studies, U.S. government census data, WISER, the MetLife Mature Market Institute and papers funded by the Social Security research center.

Description: This paper focuses on the situation of women at high ages and the implications of longer life for women. This paper draws on and brings together work done by the Society of Actuaries in connection with the 2005 post-retirement risk survey, work from Social Security administration studies, U.S. government census data, WISER, the MetLife Mature Market Institute and papers funded by the Social Security research center.

Description: Expert discussion of three previous papers: Makeham-Type Mortality Models Mumpar-Victoria, An Extreme Value Analysis of Advanced Age Mortality Data Robertson, and Living to 100 and Beyond: An Extreme Value Study Han. From 2005 Living to 100 and Beyond Monograph, M-LI05-1.

Description: We suggest a new method of latent variable analysis and apply it for describing mortality changes in developed countries over the period of 1900--2014.

Description: We propose an age-shift model to modify the LC model and deal with the problem of parameters. The proposed method attains smaller estimation errors with respect to mean absolute percentage error or mean square error. We also apply the proposed age-shift model to the mortality rates of these four countries to evaluate the longevity risk in annuity products by measuring life expectancy.

Description: This paper aims to present a systematic procedure for valuing group self annuitization GSA payouts in the presence of changing mortality. Presented at Managing Retirement Assets Symposium

Description: In this paper, we derive three important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates stochastic volatility.