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:
- Improving the Lee-Carter model using smoothing techniques (Iain Currie).
- Issues with parameter correlations, illustrated by the APC model (Iain Currie).
- Testing the robustness of an internal model before committing to using it (Gavin Ritchie).
- A value-at-risk (VaR) framework for longevity trend risk (Stephen Richards).
The slide packs can be downloaded from the panel on the right.
Add new comment