Description: The abstract for the paper An Extreme Value Analysis of Advanced Age Mortality Data.

Description: This abstract describes a paper that investigates important drivers of retirement age mortality using the U.S. health and retirement study.

Description: This abstract describes a presentation that focuses on the mathematical underpinnings associated with the process of discounting future cash flows.

Description: This abstract describes a paper that considers the valuation of a guaranteed annuity option (GAO) under a generalized modeling set-up where both interest and mortality risks are stochastic and correlated.

Description: This abstract describes a study that reviews by simulation the current tools available for testing trends in time series and constructs and compares alternative probability distribution models, using a unique and comprehensive data set that represents the entire crop insurance sector of Canada.

Description: This abstract describes work that revisits Tilley’s approach to approximating the value of a derivative through simulation and compares it to the Least Squares Monte Carlo Method developed by Longstaff and Schwartz.

Description: This abstract describes a paper that investigates model uncertainty arising from different ways of treating the operational loss data collection threshold.

Description: An experience with the implications of the corona virus whilst travelling in Asia

Description: The abstract for the paper Living to 100 and Beyond: An Extreme Value Study

Description: This paper discusses the key forces likely to influence U.K. mortality in the 21st century, and describes the methodology and assumptions used in the latest projections of U.K. mortality. The paper also describes recent tables of mortality rates published by the Continuous Mortality Investigation, based on the experience of people taking out insurance contracts and the approaches taken to projecting these.