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Threshold Life Tables and Their Applications
introduces the Threshold Life Table as a solution to the problem of modeling mortality for extreme ages. This ... attainable age, without it being chosen arbitrarily. Mortality modeling; 5961 1/1/2007 12:00:00 AM ...- Authors: Siu-Hang Li
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Modeling & Statistical Methods>Stochastic models
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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
Science, University of Waterloo, Canada Johnny S.-H. Li Department of Statistics and Actuarial Science ... Investors Know About? Kenneth Q. Zhou and Johnny S.-H. Li Department of Statistics and Actuarial Science ...- 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
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Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced Ages
in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced ... we investigate the dynamics of the Lee-Carter mortality index parameter kt. Specifically, we perform statistical ...- Authors: Wai Chan, Siu-Hang Li, SIU HUNG CHEUNG
- Date: Jan 2008
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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A Cautionary Note on Pricing Longevity Index Swaps
participants to hedge or gain exposure to longevity and mortality risks. This presentation offers a quantitative ... of death rates under a two-factor stochastic mortality model in a risk-adjusted probability measure, ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced Ages Abstract
in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced ... we investigate the dynamics of the Lee-Carter mortality index parameter kt. Specifically, we perform statistical ...- Authors: Wai Chan, Siu-Hang Li, SIU HUNG CHEUNG
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Abstract from 2017 Living to 100 International Symposium
Science, University of Waterloo, Canada Johnny S.-H. Li Department of Statistics and Actuarial Science ... Investors Know About? Kenneth Q. Zhou and Johnny S.-H. Li Department of Statistics and Actuarial Science ...- 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