Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II

North American Actuarial Journal - Tập 18 Số 1 - Trang 150-167 - 2014
Rui Zhou1, Yujiao Wang2, Kai Kaufhold3, Johnny Siu‐Hang Li4, Ken Seng Tan4
1Warren Centre for Actuarial Studies and Research, University of Manitoba, Winnipeg, Manitoba, Canada
2Ping An Life Insurance Company , Shenzhen , China
3Advanced Reinsurance Services GmbH , Cologne , Germany
4Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada

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North American Actuarial Journal

Tập 18 Số 1

150-167

Thông tin tác giả