Description: This abstract describes a paper that introduces an approach to sensitivity analysis for quantitative risk models such as those used in solvency calculations.

Description: This abstract describes a paper that proposes a multi-population Global Vector Autoregression (GVAR) mortality model, in which the joint mortality dynamics of all populations are formulated in a large vector autoregression model with a set of contemporaneous global mortality factors.

Description: This paper's objectives are to reduce the variation of life expectancy due to changes in the closing out method and give more homogeneous old age mortality surface for the Algerian population. The paper will also provide readers with a general methodology to extend mortality to old ages for the Algerian population starting from adult mortality data.

Description: This presentation compares continuous-time multi-factor affine cohort mortality models and presents estimation results for an affine multi-factor, multi-cohort mortality model.