Announcement: SOA releases passing candidate numbers for April 2024 Exam PA.

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  • Examining the Oldest-Old Mortality in the U.S.: A Forecast Reconciliation Approach
    Examining the Oldest-Old Mortality in the U.S.: A Forecast Reconciliation Approach This is one of eight ... Living to 100 Essays. Longevity, mortality, population mortality 4/8/2020 12:00:00 AM ...

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    • Authors: Han-Bo Li
    • Date: Apr 2020
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Demography
  • Pricing Asian Options: Convergence of Gram-Charlier Series
    expansion: ∫ R esx dµ(x) = ∫ R e(b+s)x dν(x) = N ∑ k=0 ck ∫ R e(b+s)xφ(x)Hek(x) dx. Integrating by parts ... which leads to ∫ R esx dµ(x) = N ∑ k=0 ck(s + b)ke (s+b)2 2 = e b2 2 N ∑ j=0 c˜jsjebs+ s2 2 .

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    • Authors: Daniel Dufresne, Han-Bo Li
    • Date: Apr 2016
    • Competency: External Forces & Industry Knowledge