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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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Estimating Mortality of Insured Advanced-age Population With Cox Regression Model
Estimating Mortality of Insured Advanced-age Population With Cox Regression Model Presented at Living to 100 symposium, January 2002. This is a report of a study in which the Cox proportional ...- Authors: Michael Hoag, Stephane Julien, Sufang Cui, Zhiwei Zhu
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Mortality
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Estimating Mortality Risk Using Predictive Modeling
Estimating Mortality Risk Using Predictive Modeling As a life reinsurer, understanding mortality risk is mission critical. Superior models of mortality risk lead to more competitive pricing in ...- Authors: Thomas Edwalds, Steven Craighead, Philip Lance Adams
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Experience Studies & Data>Mortality; Reinsurance>Life reinsurance
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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