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A Summary of IFRS Convergence: The Role of Stochastic Mortality Models in the Disclosure of Longevity Risk for Defined Benefit Plans
A Summary of IFRS Convergence: The Role of Stochastic Mortality Models in the Disclosure of Longevity ...- Authors: Siu-Hang Li, Yosuke Fujisawa
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Pensions & Retirement>Pension accounting
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Components of Historical Mortality Improvement Volume 2 − Mortality Rate Modeling and Conclusions
Route B encompasses the newer CMI method (the CMI-17 method), which is documented in the CMI Working Papers ... summarizes the CMI-17 method. Sections 2 and 3 implement and eval- uate the CMI-17 method the U.S. data ...- Authors: Society of Actuaries, Yanxin Liu, Rui Zhou, Siu-Hang Li
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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Components of Historical Mortality Improvement Volume 1 — Background and Mortality Improvement Rate Modeling
newer CMI method (thereafter referred to as the CMI-17 method), which is documented in the CMI Working Papers ... Data set (ii) (SSA, ages 20-95, years 1968-2014). 17 4.5 The Impact of Different Age Breakpoints on ...- Authors: Society of Actuaries, Siu-Hang Li, Rui Zhou, Yanxin Liu
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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Report on Mortality Improvement Scales for Canadian Insured Lives
................................................ 17 3.1 The P-Splines Regression ................. ... ................................................ 17 3.2 The Lee-Carter Model.......................- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality