Description: In this paper, we derive three important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates stochastic volatility.

Description: This paper defines health expectancy as that part of life expectancy where the person is expected to be healthy. It also breaks down the remainder of life expectancy into two unhealthy categories, one where assisted living will be necessary, and one where a skilled nursing facility will be necessary. These expectations are calculated for many combinations of age, other demographic characteristics, and current health issues.

Description: Introduction and table of contents of essay collection.

Description: Drivers for mortality are apparently linked to socio-economic differentials within different societal groups. Actuaries are not the only profession interested in unravelling the mystery of why different groups within society experience such different mortality rates. The author gives examples from occupational pension plans in Canada, the UK and Germany.

Description: An interview with Prof. Johnny Li of University of Waterloo, which touches upon the subjects of longevity, mortality projections, international collaboration and the Living to 100 Symposium. Longevity is a topic in which scientific research and collaboration successfully spans many countries, which is desirable because the implications of ever increasing life spans is of global importance.

Description: Explains the method used to calculate Liquidity Cost Score and Price Impact Score. Describes the rationale for and applications of these methods.

Description: In this paper, we derive three important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates stochastic volatility.

Description: A followup on predictions about the future of enterprise risk management from 2003.