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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 ...- Authors: Siu-Hang Li, Wai Chan, Kenneth Zhou
- Date: Oct 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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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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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 ...- Authors: Siu-Hang Li
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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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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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 ...- Authors: Masakazu Ozeki, Robert Brown, Siu-Hang Li
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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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
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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 ...- Authors: Kenneth Zhou, Wai Chan, Siu-Hang Li
- Date: Oct 2020
- Topics: Demography