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A Comonotonicity-based Valuation Method for Annuity-linked Contracts
A Comonotonicity-based Valuation Method for Annuity-linked Contracts This abstract describes a paper ... guaranteed annuity option (GAO) under a generalized modeling set-up where both interest and mortality risks ...- Authors: Xiaoming Liu, Huan Gao, ROGEMAR SOMBONG MAMON
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities
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5A: Multi Population Mortality Modeling
5A: Multi Population Mortality Modeling Papers: Calibrating Mortality Processes with Trend Changes ...- Authors: Leonid Gavrilov, Xiaoming Liu, Nadine Ouellette, Johannes Schupp
- Date: Jan 2020
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Dynamic Population Structure with Stochastic Mortality and Fertility Rates
Dynamic Population Structure with Stochastic Mortality and Fertility Rates This abstract describes a ... model framework is used to describe the future mortality and fertility changes. 4294993470 12/1/2012 ...- Authors: Xiaoming Liu, Yu Lin
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Risk management
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The Impact of Investment Strategy of DC Pension Plan on Retirement Age Distribution
provide retirement benefits, for example, an annuity. Nowadays, many insurance companies provide investment ... 2%-indexed annuity. The price of a two-percent-indexed annuity is given by a¨(e,t,ea) = ω−ea−t∑ s=0 1.02s ...- Authors: Minxian Lu, Xiaoming Liu, YU CHEN HAO
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined contribution and 401k plans
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Assessing Systematic Bias in Mortality Prediction of the Lee-Carter Model
Assessing Systematic Bias in Mortality Prediction of the Lee-Carter Model This abstract describes a ... bias, found when using the Lee-Carter model for mortality prediction, using the bootstrap method and also ...- Authors: Defang Wu, Xiaoming Liu, Yu Hao
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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Assessing systematic bias in mortality prediction of the Lee-Carter model
Assessing systematic bias in mortality prediction of the Lee-Carter model This presentation studies ... bias in mortality prediction of the Lee-Carter model This presentation studies the mortality prediction ...- Authors: Defang Wu, Xiaoming Liu, Yu Hao
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality