© 2019 by Yanxin Liu. 

Mortality Modeling & Forecasting

RESEARCH

INTEREST

Mortality-Linked Security Pricing
Mortality/Longevity Risk Measurement & Management
 
 

Mortality Modeling & Forecasting

 
Description
Illustration
Related Paper
LLCBD MODEL
 
Description
Illustration
HEAT WAVE MODEL
Related Paper
 
Description
Illustration
MODEL WITH JUMP EFFECTS
Related Paper
 

Mortality-Linked Security Pricing

Description
CANONICAL VALUATION
Related Paper
 
 

Mortality/Longevity Risk Measurement & Management

 
Description
Related Paper
GSS HEDGING METHOD
BASIS RISK
Description
Related Paper
 
 
COHORT EFFECT
Description
Related Paper