Browsing Statistics and Actuarial Science by Author "Zhou, Kenneth Qian"
Now showing items 1-2 of 2
-
Longevity Risk Management: Models and Hedging Strategies
Zhou, Kenneth Qian (University of Waterloo, 2019-04-17)Longevity risk management is becoming increasingly important in the pension and life insurance industries. The unexpected mortality improvements observed in recent decades are posing serious concerns to the financial ... -
A Study on Longevity Risk Hedging in the Presence of Population Basis Risk
Zhou, Kenneth Qian (University of Waterloo, 2015-09-29)Longevity risk refers to uncertainty surrounding the trend in human life expectancy. Standardized hedging instruments that are linked to broad-based mortality indexes can be used to offload longevity risk from pension plans ...