Longevity Risk Modelling Using Causes of Death and Explanatory Factors and Longevity Risk Management via Securities Linked to Parametric Mortality Indexes
Project Start Date: 1 January 2017
Project End Date: 31 October 2018
Johnny Siu-Hang Li
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.