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|
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