Longevity Risk

Longevity Risk Modelling Using Causes of Death and Explanatory Factors and Longevity Risk Management via Securities Linked to Parametric Mortality Indexes

Project Start Date: 1 January 2017

Project End Date: 31 October 2018

Project Lead
Uditha Balasooriya

Jackie Li
Johnny Siu-Hang Li

Project Description
The purpose of this research is to increase the information content in mortality projection in order to enhance the forecasting performance, and to deal with further technical problems in hedging longevity risk using parametric mortality indexes.

Final Report