Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Longevity risk"

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    • Longevity risk and the econometric analysis of mortality trends and volatility 

      Njenga, Carolyn; Sherris, Michael
      Longevity risk and the modeling of trends and volatility for mortality improvement has attracted increased attention driven by ageing populations around the world and the expected financial implications. The original ...

    • Modelling longevity risk using Lee-Carter model 

      Gitau, James King'ara (Strathmore University, 2017)
      Longevity risk is one of the remaining frontiers challenging modern financial markets and financial engineering. It is a major policy issue for governments around the world driven by the increase in the proportion of the ...