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The Lee-Carter Model for Forecasting Mortality Revisited
The Lee-Carter Model ... Forecasting Mortality Revisited The abstract for the paper The Lee-Carter Model for Forecasting Mortality Revisited ... 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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An approach to valuing guaranteed minimum income benefit riders
rider available in the U.S. market. A GMIB is a rider offered on a variable annuity that guarantees the ... poor market performance on the policyholder's annuity investment. Most GMIB riders offered in practice ...- Authors: Siu-Hang Li, David Saunder
- Date: Nov 2008
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A Cautionary Note on Pricing Longevity Index Swaps
SPEAKER: Rui Zhou, University of Waterloo CO-AUTHOR(S): Johnny Siu-Hang Li, University of Waterloo ABSTRACT: ... participants to hedge or gain exposure to longevity and mortality risks. In this paper, we over a quantitative ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2010
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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 ... the NNEG requires a model for stochastic future mortality and a time-series process that can reasonably ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: Nov 2008