2 papers
q-fin.RM2021
A Two-Population Mortality Model to Assess Longevity Basis Risk
Selin Özen, Şule Şahin
Index-based hedging solutions are used to transfer the longevity risk to the capital markets. However, mismatches between the liability of the hedger and the hedging instrument cau…
stat.AP2019
Semiparametric Regression for Dual Population Mortality
Gary Venter, Şule Şahin
Parameter shrinkage applied optimally can always reduce error and projection variances from those of maximum likelihood estimation. Many variables that actuaries use are on numeric…