Development of Statistical Methods for Multi-Population Mortality Modelling and Longevity Risk Minimization
Development of Statistical Methods for Multi-Population Mortality Modelling and Longevity Risk Minimization
批准号:
489286-2016
负责人:
Zhou, Kenneth
金额:
$2.55万
依托单位:
依托单位国家:
加拿大
项目类别:
Alexander Graham Bell Canada Graduate Scholarships - Doctoral
财政年份:
2018
资助国家:
加拿大
项目状态:
已结题
起止时间:
2018-01-01 至 2019-12-31
中文摘要
随机死亡率建模,多人口模型,动态相关,非对称时间序列,多变量分析,长寿风险管理,尾部风险度量,秩相关系数,人类预期寿命,精算科学
英文摘要
Stochastic Mortality Modelling, Multi-Population Models, Dynamic Dependence, Asymmetric Time Series, Multivariate Analysis, Longevity Risk Management, Tail Risk Measures, Rank Correlation Coefficients, Human Life Expectancy, Actuarial Science
期刊论文(0)
专著(0)
科研奖励(0)
会议论文
Development of Statistical Methods for Multi-Population Mortality Modelling and Longevity Risk Minimization
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批准号:489286-2016
-
项目类别:Alexander Graham Bell Canada Graduate Scholarships - Doctoral
-
资助金额:$2.55万
-
财政年份:2017
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负责人:Zhou, Kenneth
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依托单位:
An Investigation of Bayesian Approaches of Modelling Mortality for China
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批准号:513473-2017
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项目类别:Canadian Graduate Scholarships Foreign Study Supplements
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资助金额:$0.44万
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财政年份:2017
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负责人:Zhou, Kenneth
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依托单位:
海外基金