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Good Research Reads
Good Research Reads Recently completed experience and research studies from the SOA. Mortality;Long-term ... flow risk management of insurance firms under a dynamic factor modeling framework. To view a complete ...- Authors: Society of Actuaries
- Date: Jan 2015
- Competency: Leadership>Thought leadership
- Publication Name: The Actuary Magazine
- Topics: Experience Studies & Data>Mortality; Long-term Care>Long-term care insurance; Pensions & Retirement>Retirement risks
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On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling Abstract
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial ... values in both period and cohort frameworks. Dynamic simulation models;Mortality modeling;Predictive ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
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On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial ... values in both period and cohort frameworks. Dynamic simulation models;Mortality modeling;Predictive ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
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A Study of the Lee-Carter Model with Age-Shifts
A Study of the Lee-Carter Model with Age-Shifts We propose an age-shift model to modify the LC model ... can be hedged. These studies all make use of a dynamic mortality model to deal with mortality risk.- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks