Seminar on stochastic projection models

We previously ran a seminar on stochastic projection models for longevity risk. Our follow-up seminar focuses on specific aspects of ICAs and Solvency II.  The seminar contains four presentations:

1. Improving the Lee-Carter model using smoothing techniques (Iain Currie).
2. Issues with parameter correlations, illustrated by the APC model (Iain Currie).
3. Testing the robustness of an internal model before committing to using it (Gavin Ritchie).
4. A value-at-risk (VaR) framework for longevity trend risk (Stephen Richards).

The slide packs can be downloaded from the panel on the right.