Longevity Risk Modelling and Management via Securities Linked to Parametric Mortality Indexes​

Uditha Balasooriya, Jackie Li (Contributor), Johnny Siu-Hang Li (Contributor)

Research output: Book/ReportCommissioned report

Abstract

The purpose of this research is to increase the information content in mortality projection in order to enhance the forecasting performance, and to deal with further technical problems in hedging longevity risk using parametric mortality indexes.
Original languageEnglish
Place of PublicationSingapore
PublisherNanyang Technological University
Commissioning bodySCOR Foundation
Number of pages110
Publication statusPublished - Oct 2018

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