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Assessing Systematic Bias in Mortality Prediction of the Lee-Carter Model
Prediction of the Lee-Carter Model This abstract describes a paper that measures the magnitude of the systematic ... bias, found when using the Lee-Carter model for mortality prediction, using the bootstrap method and also ...- Authors: Defang Wu, Xiaoming Liu, Yu Hao
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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A Comonotonicity-based Valuation Method for Annuity-linked Contracts
A Comonotonicity-based Valuation Method for Annuity-linked Contracts This abstract describes ... a paper that considers the valuation of a guaranteed annuity option (GAO) under a generalized modeling ...- Authors: Xiaoming Liu, Huan Gao, ROGEMAR SOMBONG MAMON
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities
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Dynamic Population Structure with Stochastic Mortality and Fertility Rates
Dynamic Population Structure with Stochastic Mortality and Fertility Rates This abstract describes ... based on the Leslie matrix, in which a Lee-Carter model framework is used to describe the future mortality ...- Authors: Xiaoming Liu, Yu Lin
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Risk management