Description: This abstract describes a paper that introduces spatio-temporal models and methods for analysis with specific emphasis on quantities of interest in actuarial science. Generalized additive mixed models are used for the analysis of geographic and temporal variability of mortality rates.

Description: We ask whether we can find support for the previously reported upper limit of the force of mortality of 0.7, i.e. about the probability of tossing a fair coin.

Description: This article describes techniques and models used to forecast mortality improvement and the considerations that underlie long-term mortality improvement projections in the United States.

Description: Presented at Living to 100 Symposium, January 2011. This research studies coherent mortality modeling by combining a group of populations with similar period effects - e.g., mortality behaviors - in an effort to improve the stability of mortality modeling for older ages.

Description: Presented at Living to 100 symposium, January 2002. This paper proposes a standard operating procedure for testing the Gompertz assumption using yearly age-specific mortality data, and the impacts of the data collection period and population sizes on the testing results are discussed.

Description: In this paper, we derive three important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates stochastic volatility.

Description: This article describes some of the drawbacks to the assessment of longevity risk adopted by most practitioners within the UK together with an initiative that provides a platform for an alternative approach that is both (a) more forward-looking in nature and (b) can complement current practices.

Description: Identifies current trends and considerations when setting the mortality improvement assumption for individual life insurance in the US.

Description: We ask whether we can find support for the previously reported upper limit of the force of mortality of 0.7, i.e. about the probability of tossing a fair coin.

Description: A study of disability experience examines cost burden and degree of disability, and how these measures vary across different subpopulations. This article summarizes a presentation given at the Society of Actuaries’ Living to 100: Survival to Advanced Ages International Symposium held on Jan. 7–9, 2008 in Orlando, Florida. An abstract of the author's paper was presented in the September 2008 issue of Long-Term Care News.