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On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling This paper develops the binomial version of the Lee-Carter model and ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
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A Study of the Lee-Carter Model with Age-Shifts
A Study of the Lee-Carter Model with Age-Shifts 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 ...- 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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Discussant Comments:Session 4A: Longevity in the Public Eye
Discussant Comments:Session 4A: Longevity in the Public Eye These are the discussant comments for the concurrent session 4A: Longevity in the Public Eye from the January 4-6, 2017 Living to 100 ...- Authors: Society of Actuaries, Sam Gutterman
- Date: Sep 2017
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Experience Studies & Data>Mortality; Public Policy; Social Insurance>Social Security
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U.S. Ordinary Mortality 'Improvements' and Their Interpretation
U.S. Ordinary Mortality 'Improvements' and Their Interpretation This article is a response to the article Current U.S. Ordinary Life Mortality by Doug Doll and Mike Jones. The author ...- Authors: Jess L Mast
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Mortality; Life Insurance>Pricing - Life Insurance
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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality for determining annuity values. We discuss a broad class of parametric models using a ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Abstract: Obesity and Mortality
Abstract: Obesity and Mortality Abstract: The percentage of the population who are obese has grown dramatically worldwide over the last several decades, although stabilizing recently in the ...- Authors: Sam Gutterman
- Date: Jan 2014
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Population data; Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
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Informal Discussion Session 2A Drivers of Future Mortality
Informal Discussion Session 2A Drivers of Future Mortality This is the informal discussion transcript for Concurrent Session 2A: Drivers of Future Mortality for the January 4-6, 2017 Living to ...- Authors: Society of Actuaries
- Date: Sep 2017
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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Informal Discussion Session 3A: Mortality Inequality
Informal Discussion Session 3A: Mortality Inequality This is the informal discussion transcript from Session 3A: Mortality Inequality; Impact of Socioeconomic Factors from the 2017 Living to 100 ...- Authors: Society of Actuaries
- Date: Sep 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Mortality
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Discussant Comments: Session 4B: Mortality Projections
Discussant Comments: Session 4B: Mortality Projections This is the discussant comments for the concurrent Session 4B: Mortality Projections from the January 4-6, 2017 Living to 100 Symposium in ...- Authors: Society of Actuaries
- Date: Sep 2017
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Mortality
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Where Is the Level of the Mortality Plateau?
Where Is the Level of the Mortality Plateau? We ask whether we can find support for the previously reported upper limit of the force of mortality of 0.7, i.e. about the probability of tossing a ...- Authors: Roland Rau
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Demography>Mortality - Demography; Demography>Longevity; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods