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The Lee-Carter Model for Forecasting Mortality Revisited
The Lee-Carter Model for Forecasting Mortality Revisited The abstract for the paper The Lee-Carter Model for Forecasting Mortality Revisited. Mortality modeling; 7581 1/1/2005 12:00:00 AM ...- Authors: Wai Chan, Siu-Hang Li
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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A Cautionary Note on Pricing Longevity Index Swaps
A Cautionary Note on Pricing Longevity Index Swaps This is the abstract for the presentation on pricing longevity index swaps. Abstract; 14527 7/30/2010 12:39:00 PM ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2010
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An approach to valuing guaranteed minimum income benefit riders
An approach to valuing guaranteed minimum income benefit riders This is an abstract article about guaranteed minimum income benefit riders by Claymore Marshall and David Saunder. ARCH 2008, Issue ...- Authors: Siu-Hang Li, David Saunder
- Date: Nov 2008
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On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms
On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms This is an abstract article about equity release mechanisms by Siu Hang Li, Mary Hardy and Ken Seng Tan. ARCH ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: Nov 2008
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Pricing Weather Derivatives Using Maximum Entropy Principle
Pricing Weather Derivatives Using Maximum Entropy Principle This abstract describes a paper that implements maximum entropy principle in pricing weather derivatives. 6442453326 2/1/2014 12:00:00 ...- Authors: Siu-Hang Li, Rui Zhou, Jeffrey S Pai
- Date: Feb 2014