Overview
Actuarial scientist specializing in longevity risk, mortality modeling, and quantitative risk management. Co-author of Zhou et al. (2014) on multi-population mortality modeling using vector error correction models for Solvency II applications.
Key Contributions
- Zhou et al. (2014) "Modeling Mortality of Multiple Populations with Vector Error Correction Models" — co-developed the VECM framework for symmetric two-population mortality modeling, replacing the dominance-assumption-dependent RWAR approach; demonstrated implications for Solvency II risk margins.
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