Hi, I'm Graham

Knowledge Explorer

Based in Lincoln, NE

CIA Research Project, 2018

Constructing Two-Dimensional Mortality Improvement Scales for Canadian Pension Plans and Insurers:

A Stochastic Modeling Approach.

Li, J.S.-H., and Liu, Y.

In this project, a ‘heat wave’ model is proposed for producing two-dimensional mortality improvement scales with solid statistical justifications. In the ‘heat wave’ model, short and long-term mortality improvements are treated respectively as ‘heat waves’ that taper off over time and ‘background improvements’ that always exist.