A stochastic implementation of the APCI model for mortality projections
by S. J. Richards, I. D. Currie, T. Kleinow and G. P. Ritchie, British Actuarial Journal, 24, pages 1-26
Publication Date:
A paper entitled "A stochastic implementation of the APCI model for mortality projections" was presented at a seminar in London on 30th June 2017. It will also be presented at the forthcoming Life Convention in Birmingham on 23rd November 2017 and at a sessional meeting of the Institute and Faculty of Actuaries in Edinburgh on 26th June 2018. Below are some electronic resources associated with this paper:
- APCI paper.
- Presentation by Stephen J. Richards on APCI model (30th June 2017, London).
- Presentation by Torsten Kleinow on ARIMA parameter risk (30th June 2017, London).
- Package used to fit stochastic projection models and perform VaR calculations for longevity trend risk.