1
-
7
of
7
results (0.22 seconds)
Sort By:
-
Longevity Risk Pricing Q&A
Longevity Risk Pricing Q&A Transcript of the Q&A period from Session 5A. The paper presented proposes a new method to price the longevity risk premia in order to tackle the pricing ...- Authors: Society of Actuaries
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities; Experience Studies & Data>Mortality; Long-term Care; Pensions & Retirement>Retirement risks
-
A Study of the Lee-Carter Model with Age-Shifts Abstract
A Study of the Lee-Carter Model with Age-Shifts Abstract We propose an age-shift model to modify the LC model and deal with the problem of parameters. The proposed method attains smaller ...- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks
-
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling Abstract
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling Abstract This paper develops the binomial version of the Lee-Carter model ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
-
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling This paper develops the binomial version of the Lee-Carter model and ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
-
A Study of the Lee-Carter Model with Age-Shifts
A Study of the Lee-Carter Model with Age-Shifts We propose an age-shift model to modify the LC model and deal with the problem of parameters. The proposed method attains smaller estimation errors ...- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks
-
Good Research Reads
Good Research Reads Recently completed experience and research studies from the SOA. Mortality;Long-term care;Mortality rates;Mortality tables;Cash flow testing 6442459299 1/1/2015 12:00:00 AM ...- Authors: Society of Actuaries
- Date: Jan 2015
- Competency: Leadership>Thought leadership
- Publication Name: The Actuary Magazine
- Topics: Experience Studies & Data>Mortality; Long-term Care>Long-term care insurance; Pensions & Retirement>Retirement risks
-
Longevity Risk Pricing
Longevity Risk Pricing Discussion of Living to 100 Session 5A. The papers presented propose a new method to price the longevity risk premia in order to tackle the pricing obstacle and reviewed ...- Authors: Michael Kaster
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Experience Studies & Data>Mortality; Long-term Care; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Retirement risks