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  • Quantification and Management of Longevity Risk in China
    China January 2020 Aging and Retirement Mortality and Longevity Copyright © 2020 Society of ... Insurance Research Financial Reporting Section Mortality and Longevity Research Product Development Section ...

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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?
    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 ...

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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
  • 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 ...

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    • 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
  • 2005 Living to 100 and Beyond Monograph: The Lee-Carter Model for Forecasting Mortality Revisited
    Forecasting Mortality Revisited Paper discusses the possible effect of outliers on the mortality index from ... Living to 100 and Beyond Monograph, M-LI05-1. Mortality modeling; 8592 1/12/2005 12:00:00 AM ...

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    • Authors: Siu-Hang Li
    • Date: Jan 2005
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography
  • 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 ...

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    • 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
  • 2005 Living to 100 and Beyond Monograph: Mortality Laws and Models - Part 2
    2005 Living to 100 and Beyond Monograph: Mortality Laws and Models - Part 2 Experts' ... Beyond Monograph: Mortality Laws and Models - Part 2 Experts' discussion of mortality laws and models ...

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    • Authors: Masakazu Ozeki, Robert Brown, Siu-Hang Li
    • Date: Jan 2005
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography
  • 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 ...

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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
    Quantification ... January 2020 Aging and Retirement Mortality and Longevity 2 Copyright © 2020 Society ... Chinese University of Hong Kong Abstract As the annuity market in China develops, the Chinese insurance ...

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    • Authors: Kenneth Zhou, Wai Chan, Siu-Hang Li
    • Date: Oct 2020
    • Topics: Demography