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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
Longevity Greeks: What Insurers and Capital Market Investors Should Know About? In this paper, we derive three important longevity Greeks on the basis of an extended version of the Lee-Carter ...- 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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Longevity Risk and Regular Discount Sequence
Longevity Risk and Regular Discount Sequence Presented at Living to 100 Symposium, January 2011. This study adapts the idea of regular discount sequence in the bandit problem, and uses it to ...- Authors: Ching-Syang Jack Yue, HSIN-CHUNG WANG
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives; Modeling & Statistical Methods>Forecasting
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Early-life Predictors of Exceptional Longevity in the United States: Why Centenarians are Different From Their Shorter-lived Siblings
Early-life Predictors of Exceptional Longevity in the United States: Why Centenarians are Different From Their Shorter-lived Siblings Presented at January 2011 Living to 100 Symposium. This ...- Authors: Natalia Gavrilova, Leonid Gavrilov
- Date: Jan 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Longevity