2 papers
stat.AP2026
Assessing the impact of climate change and rising temperatures on life insurance portfolios
Jiacheng Min, Han Li, Jean-François Bégin +2
Climate change may materially affect long-term life insurance liabilities by altering both the level and seasonal pattern of mortality. This article develops a multi-population mor…
stat.AP2025
Mortality Forecasting under Climate Risk: A Stochastic Approach with Distributed Lag Non-Linear Models
Jiacheng Min, Han Li, Thomas Nagler +1
Assessing climate-driven mortality risk has become an emerging area of research in recent decades. In this paper, we propose a novel approach to explicitly incorporate climate-driv…