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  • Quantification and Management of Longevity Risk in China
    and Management of Longevity Risk in China This is the Quantification and Management of Longevity Risk ... Kenneth Q. Zhou and Wai-Sum Chan for Session 1A of the January 13-15, 2020 Living to 100 Symposium in ...

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    • Authors: Siu-Hang Li, Wai Chan, Kenneth Zhou
    • Date: Oct 2020
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography
  • Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
    Longevity Greeks: What Insurers and Capital Market Investors Should Know About? In this paper, ... important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ...

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    • Authors: Kenneth Zhou, Siu-Hang Li
    • Date: Jul 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
  • Quantification and Management of Longevity Risk in China
    and Management of Longevity Risk in China This is the Quantification and Management of Longevity Risk ... Kenneth Q. Zhou and Wai-Sum Chan for Session 1A of the January 13-15, 2020 Living to 100 Symposium in ...

    View Description

    • Authors: Kenneth Zhou, Wai Chan, Siu-Hang Li
    • Date: Oct 2020
    • Topics: Demography
  • Abstract from 2017 Living to 100 International Symposium
    Abstract from 2017 Living to 100 International Symposium In this paper, we derive three ... important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ...

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    • Authors: Kenneth Zhou, Siu-Hang Li
    • Date: Jul 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management