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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series ... forecasting methods to produce point forecasts of mortality rates at older ages and price fixed-term annuities ...- Authors: Steven Haberman, Han Lin Shang
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Pricing - Annuities
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Mortality Improvement Rates: Modeling and Parameter Uncertainty
Mortality Improvement Rates: Modeling and Parameter Uncertainty This article proposes a framework for ... for estimating mortality improvement models and analyzing the parameter uncertainty in such models. Longevity ...- Authors: Andrew Hunt, Andres Mauricio Villegas Ramirez
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Forecasting
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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
Science, University of Waterloo, Canada Johnny S.-H. Li Department of Statistics and Actuarial Science ... Investors Know About? Kenneth Q. Zhou and Johnny S.-H. Li Department of Statistics and Actuarial Science ...- 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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Mortality Trajectories at Exceptionally High Ages:A Study of Supercentenarians
Mortality Trajectories at Exceptionally High Ages:A Study of Supercentenarians This article analyzes ... analyzes mortality trajectories of supercentenarians (persons living 110+ years) and tests hypothesis about ...- Date: Jul 2017
- Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity
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Mortality Trajectories at Exceptionally High Ages:A Study of Supercentenarians
Mortality Trajectories at Exceptionally High Ages:A Study of Supercentenarians This article analyzes ... analyzes mortality trajectories of supercentenarians (persons living 110+ years) and tests hypothesis about ...- Authors: Natalia Gavrilova, Leonid Gavrilov, Viacheslav Krut'ko
- Date: Jul 2017
- Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity
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A Comprehensive Analysis of the Patterns of Worldwide Mortality Evolution
of Worldwide Mortality Evolution We employ a framework for the classification of mortality evolution patterns ... global trends. Mortality modeling;Death rates;Population mortality;Trends in mortality 6442477628 7/31/2017 ...- Authors: Martin Genz
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography; Experience Studies & Data>Mortality
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A Comprehensive Analysis of the Patterns of Worldwide Mortality Evolution
of Worldwide Mortality Evolution We employ a framework for the classification of mortality evolution patterns ... global trends. Mortality modeling;Death rates;Population mortality;Trends in mortality 6442477406 7/11/2017 ...- Authors: Martin Genz
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography; Experience Studies & Data>Mortality
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Efficient Frontier of New Business
Efficient Frontier of New Business The author constructed the efficient frontier of new business ... analysis of the impact of growth rates on the firm’s overall capital efficiency and value creation, hence ...- Authors: Yuhong Xue
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM
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Causal Mortality by Socioeconomic Circumstances: A Model to Assess the Impact of Policy Options on Inequalities in Life Expectancy
Causal Mortality by Socioeconomic Circumstances: A Model to Assess the Impact of Policy Options on Inequalities ... Expectancy We develop a model based on causal mortality in order to better understand inequalities in ...- Authors: Séverine Arnold, DANIEL HAKIM ALAI, Madhavi Bajekal, Andres Mauricio Villegas Ramirez
- Date: Jul 2017
- Competency: Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Mortality - Demography
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Causal Mortality by Socioeconomic Circumstances: A Model to Assess the Impact of Policy Options on Inequalities in Life Expectancy
Causal Mortality by Socioeconomic Circumstances: A Model to Assess the Impact of Policy Options on Inequalities ... Expectancy We develop a model based on causal mortality in order to better understand inequalities in ...- Authors: Séverine Arnold, DANIEL HAKIM ALAI, Madhavi Bajekal, Andres Mauricio Villegas Ramirez
- Date: Jul 2017
- Competency: Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Mortality - Demography