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  • A Value-Based Longevity Index for Hedging Retirement Income Portfolios
    A Value-Based Longevity Index for Hedging Retirement Income Portfolios This is A Value-Based Longevity ... mortality evolution is adopted, along with a dynamic Nelson-Siegel model for the dynamics of interest ...

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    • Authors: Jonathan Ziveyi, Michael Sherris, Andres Mauricio Villegas Ramirez
    • Date: Oct 2020
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Demography
  • A Value-Based Longevity Index for Hedging Retirement Income Portfolios
    mortality evolution is adopted, along with a dynamic Nelson-Siegel model for the dynamics of interest ... income portfolio risk exposures. We adopt the dynamic Nelson-Siegel (DNS) interest rate model with independent ...

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    • Authors: Jonathan Ziveyi
    • Date: Oct 2020
    • Topics: Demography
  • Quantification and Management of Longevity Risk in China
    adapting the work of Zhou and Li (2017), produce a dynamic hedging strategy that is compatible with the demographic ... longevity risk in China. Section 4 presents the dynamic longevity hedging strategy we consider. Section ...

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    • Authors: Siu-Hang Li, Wai Chan, Kenneth Zhou
    • Date: Oct 2020
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography
  • Trends in Life Expectancy and Lifespan Variation After Retirement Comments
    Trends in Life Expectancy and Lifespan Variation After Retirement Comments These are the Discussant ... lifestyle conditions will change, thus requiring a dynamic analysis at regular intervals. In recognition ...

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    • Authors: Sam Gutterman
    • Date: Sep 2020
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Demography
  • Does Migration Result in Mortality Improvement: A Case Study in Taiwan
    Migration and Numerical Analysis Migration is a dynamic process and it contains important and sometimes ... Therefore, it is very difficult to profile the dynamic migration and its influence on mortality rates ...

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    • Authors: Yen-Wen chen , Ching-Syang Jack Yue ASA (Jack), Chih-Kai Chang
    • Date: Sep 2020
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Demography
  • Understanding Multimorbidities
    Understanding Multimorbidities ... inter- relationships among conditions implies a dynamic mortality and morbidity process, especially among ...
    • Date: Aug 2020
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Demography
  • Forewords by the 2017 Outgoing and Incoming Committee Chairs
    Forewords by the 2017 Outgoing and Incoming Committee Chairs Overview/Foreword by the 2017 Symposium ... the transcripts is the appreciation for what a dynamic and enriching venue the symposium is. The hidden ...

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    • Authors: Timothy Harris, Jean-Marc Fix
    • Date: Aug 2017
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
    • Topics: Demography; Pensions & Retirement
  • Living to 100 and Beyond in Canada with Dignity
    Living to 100 and Beyond in Canada with Dignity This paper argues that living longer with ... mortality, fertility and immigration, so there is a dynamic involved in the projections. The following Tables ...

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    • Authors: Application Administrator
    • Date: Jan 2008
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography
  • Session 2A: Demographic Implications of Aging Populations Internationally Q&A
    Session 2A: Demographic Implications of Aging Populations Internationally Q&A Transcript ... any thought in India of how you would make it dynamic as opposed to running into problems occasionally ...

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    • Authors: Society of Actuaries
    • Date: Jan 2008
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography; Global Perspectives
  • 2005 Living to 100 and Beyond Monograph: Trajectories of Disability and Mortality among the U.S. Elderly Population - Evidence from the 1984-1999 NLTCS
    2005 Living to 100 and Beyond Monograph: Trajectories of Disability and Mortality among the ... complete the analyses. This was done using a linear dynamic form for the covariate changes, as assumed in ...

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    • Authors: P J Stallard
    • Date: Jan 2005
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography
  • Retirement Implications of Demographic and Family Change Symposium Monograph: A Dynamic Social Security System in Unison with Demographic and Lifestyle Changes
    Demographic and Family Change Symposium Monograph: A Dynamic Social Security System in Unison with Demographic ... and lifestyle patterns, this paper introduces a dynamic social security system deemed most suitable for ...

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    • Authors: Chiu-Cheng Chang
    • Date: Jun 2002
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Demography; Global Perspectives; Social Insurance>Social Security
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