© 2019 by Yanxin Liu. 

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. 

University of Nebraska-Lincoln

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Lincoln, NE 68588

Phone: 402-472-2629

Email: yanxin.liu@unl.edu

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