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Data Mining Techniques for Mortality at Advanced Age
Data Mining Techniques for Mortality at Advanced Age This paper addresses issues and techniques for ... for advanced age mortality study using data mining techniques, a new technology on the horizon with great ...- Authors: Lijia Guo, Morgan C Wang
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity
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Predictive Modeling for Advanced Age Mortality
Advanced Age Mortality This paper introduces the predictive modeling tools to mortality research. The ... characteristics and social and economic status impact the mortality improvement of the advanced age population. The ...- Authors: Lijia Guo
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality
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2005 Living to 100 and Beyond Monograph: The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities with Guaranteed Death Benefits
Beyond Monograph: The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities ... improved advanced age mortality on the pricing and valuation issues of variable annuity contracts with guaranteed ...- Authors: Lijia Guo
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Predictive Modeling for Advanced Age Mortality Abstract
Advanced Age Mortality Abstract This paper introduces the predictive modeling tools to mortality research ... characteristics and social and economic status impact the mortality improvement of the advanced age population. The ...- Authors: Lijia Guo
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
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Retirement Implications of Demographic and Family Change Symposium Monograph: Financial Analysis on Retirement Implications for Women
Model) is developed based on a proxy population of U.S. women and its demographic projection. Social Security ... representative women population demographics from the U.S. population. Retirement and family patterns have ...- Authors: Lijia Guo, Lorrie Hoffman
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Retirement risks
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An Optimal Model for Asset Liability Management
An Optimal Model for Asset Liability Management This paper addresses the stochastic modeling for managing ... life=VUL;Yield curve=Term structure;Interest rate risk;Mortality risk; 653 1/1/1996 12:00:00 AM ...- Authors: Lijia Guo
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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Effective Stress Testing in Enterprise Risk Management
inflation benefits; lower termination rates (mortality, voluntary lapses); and lower interest rates and ... used events for historical scenarios are the large U.S. stock market declines in October 1987, the Asian ...- Authors: Lijia Guo
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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Non-Parameteric Estimation for Joint Survival Distribution Using Interval-Censoring Technique
books assume that the indivi<tual lifi'tiine variabh~s of ,]oint-life status such as a married couple or ... evidence for the del~end(mc('s in the liti,t.itne of married couph,s (see [7] ). In the (:as(, of ...- Authors: Robert Brown, Lijia Guo, Yibing Wang
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Capital Allocation by Possibilistic Linear Programming Approach
acknowledged 463 1. Models Consider N asset classes, S~, $2 ...... SN. the problem is to determine allocation ... portfolio is N ,~' ?,' ~ ~ ~ ;~~~'112~ ~ (~ t~u ¢ ] t-] g [ Allocation weights-t l, -~e . . .- Authors: Lijia Guo, Zhen Huang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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2005 Living to 100 and Beyond Monograph: Impact of Aging Populations
of comments; one is on the guaranteed refund annuity. The states tend to have those too, and a lot of ... both dead. Mr. Andrews, you mentioned that if mortality improvement is greater than expected or equity ...- Authors: Application Administrator, J Bruce MacDonald, Krzysztof Ostaszewski, Lijia Guo
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity