PhD Studentship - This project will look at a number of challenges in the field of longevity risk modelling

Initially the student will review the key developments in longevity risk starting from Lee-Carter and CBD.

This will include critical analysis of different models and developing skills in programming mortality models.

He will then begin to work on some potential areas of new research including multi-population mortality modelling and assessment of basis risk, mortality forecasting for developing nations, and understanding and modelling errors in population data.

ARC research project: Analysis of multi-population mortality
ARC scholar:  Liang Chen
University: Heriot Watt University 
Period of research: October 2013 – May 2017
Academic supervisors:  Andrew Cairns, Torsten Kleinow
Outputs:

 

You might also like

Contact Details

If you have any questions or wish to discuss any aspect of research carried out through the Actuarial Research Centre (ARC), please contact the Research and Knowledge Team.

arc@actuaries.org.uk