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Quantification and Management of Longevity Risk in China
and Management of Longevity Risk in China This is the Quantification and Management of Longevity Risk ... Kenneth Q. Zhou and Wai-Sum Chan for Session 1A of the January 13-15, 2020 Living to 100 Symposium in ...- Authors: Siu-Hang Li, Wai Chan, Kenneth Zhou
- Date: Oct 2020
- 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
Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications ... Advanced Ages In this paper, we investigate the dynamics of the Lee-Carter mortality index parameter kt.- 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
Monograph: The Lee-Carter Model for Forecasting Mortality Revisited Paper discusses the possible effect ... effect of outliers on the mortality index from the Lee-Carter Model. From 2005 Living to 100 and Beyond ...- Authors: Siu-Hang Li
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
Longevity Greeks: What Insurers and Capital Market Investors Should Know About? In this paper, ... important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ...- 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 Abstract
Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications ... Abstract In this paper, we investigate the dynamics of the Lee-Carter mortality index parameter kt.- 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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Quantification and Management of Longevity Risk in China
and Management of Longevity Risk in China This is the Quantification and Management of Longevity Risk ... Kenneth Q. Zhou and Wai-Sum Chan for Session 1A of the January 13-15, 2020 Living to 100 Symposium in ...- Authors: Kenneth Zhou, Wai Chan, Siu-Hang Li
- Date: Oct 2020
- Topics: Demography
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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' discussion ... Laws and Models - Part 2 Experts' discussion of mortality laws and models. From 2005 Living to 100 ...- 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
Abstract from 2017 Living to 100 International Symposium In this paper, we derive three ... important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ...- 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