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  • Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
    Longevity Greeks: What Insurers and Capital Market Investors Should Know About? In this paper, ... important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ...

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    • 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
  • Longevity is an International Topic
    with Prof. Johnny Li of University of Waterloo, which touches upon the subjects of longevity, mortality ... mortality projections, international collaboration and the Living to 100 Symposium. Longevity is a topic in which ...

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    • Authors: Kai Kaufhold
    • Date: Sep 2013
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: International News
    • Topics: Demography>Longevity; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
  • Abstract from 2017 Living to 100 International Symposium
    Abstract from 2017 Living to 100 International Symposium In this paper, we derive three ... important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ...

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    • 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