students

Longevity Five Abstracts

Anthony Webb * Workshop 1B, Valuing the Longevity Insurance Acquired by Delayed Claiming of Social Security
Edward Whitehouse * Workshop 1C, Life Expectancy Risk and Pensions: Who Bears the Burden?
Mike Sherris * Workshop 2B, Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility
Les Mayhew * Workshop 2C, Whither Human Survival and Longevity or the Shape of Things to Come
Andrew Cairns * Workshop 3B, Modelling Multi-Population Mortality
Frederik Weber * Workshop 4A, Mortality Indexed Annuities: Avoiding Unwanted Risk
Kajtja Hanewald * Workshop 4B, Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency
Johnny Li * Workshop 4C, Measuring Basis Risk Involved in Longevity Hedges
Ralph Stevens * Workshop 4D, Longevity Risk and Hedge Effects in Portfolios of Pension Products with Investment Risk
Jack Yue * Workshop 5A, Mortality Compression and Longevity Risk
Ya-Wen Hwang * Workshop 5B, Modifying the Logistics Model for Mortality Forecasting the Application of Mortality Linked Securities
Katja Hanewald * Workshop 5C, Mortality Modeling: Lee-Carter and the Macroeconomy
Daniel Bauer * Workshop 5D, Risk and Valuation of Mortality Contingent Catastrophe Bonds
Daniel Bauer * Workshop 6A, Modeling the Forward Surface of Mortality
Matthias Boerger * Workshop 6B, Deterministic Shock vs Stochastic Value-at-Risk - An Analysis of the Solvency II Standard Model Approach to Longevity Risk
Raimond Maurer * Workshop 6C, Extending Life Cycle Models of Optimal Portfolio Choice: Intergrating Flexible Work, Endogenous Retirement and Investment Decisions with Lifetime Payouts
David Blake * Workshop 7A, A Gravity Model of Mortality Rates for Two Populations
Valeria D'Amato * Workshop 7B, The Poisson Log-Bilinear Lee Carter Model: Efficient Bootstrap in Life Annuity Actuarial Analysis
Yijia Lin * Workshop 7C, Mortality Regimes and Pricing
Hua Chen * Workshop 8A, Pricing Mortality-Linked Securities with Dependent Lives under the Multivariate Threshold Life Table
Jack Yue * Workshop 8B, Modeling Coherent Mortality Forecasts in Lee-Carter Framework
Jennifer Wang * Workshop 8C, A Comparison of Hedging Strategies against Longevity Risk under Alternative Risk Measures
Tzuling Lin * Workshop 8D, Consumption, Population and the Cross-Section of Stock Returns