Background Breast and cervical cancer are the most common cancers affecting women. The
symptom distresses experienced by cancer survivors are critical factors influencing their …

To deal with multi-country longevity risk, this article investigates the long-run equilibrium of
mortality rates and introduces mortality correlations across countries as a means for pricing a …

For the valuation of reverse mortgages with tenure payments, this article proposes a specific
analytic valuation framework with mortality risk, interest rate risk, and housing price risk that …

When the outstanding balance exceeds the housing value before the loan is settled, the
insurer suffers an exposure to crossover risk induced by three risk factors: interest rates, house …

This paper introduces mortality dependence in multi-country mortality modeling using a
dynamic copula approach. Specifically, we use time-varying copula models to capture the …

We propose a new neighbouring prediction model for mortality forecasting. For each mortality
rate at age x in year t, mx,t, we construct an image of neighbourhood mortality data around …

In the classical Lee-Carter model, the mortality indices that are assumed to be a random walk
model with drift are normally distributed. However, for the long-term mortality data, the error …

… Chou-Wen Wang is a Professor in the Department of Risk … Chou-Wen Wang can be
contacted via e-mail: [email … Chou-Wen Wang can be contacted via e-mail: [email protected].…

This article proposes a new copula model known as the Lévy subordinated hierarchical
Archimedean copulas (LSHAC) for multicountry mortality dependence modeling. To the best of …

This article presents a closed-form formula for calculating the loan-to-value (LTV) ratio in an
adjusted-rate reverse mortgage (RM) with a lump sum payment. Previous literatures …