The longer we live, the more longevity risk we need know.
Currently I am Ph.D student specialising in longevity risk in Humboldt-Universität zu Berlin.
My present research work studies the multi-populations mortality model. Several empirical research works reveal that the mortality trends exhibit a common pattern and some similar structures across different countries. The key factor analyzing mortality rates is the time-varying indicator curves and our main interest lies in validating the existence of the common trends, the similar gender differences and their variability in location among the curves at the national level. Motivated by this observation we make the study of estimating and forecasting mortality rates based on a semi-parametric approach, which is applied for multiple curves with the shape-related nonlinear variation. This approach allows us to capture the common features contained in the curve functions and meanwhile provides the possibility to characterize the nonlinear variation via a few deviation parameters. These parameters carry an instructive summary of the time-varying curve functions and can be further used to make a suggestive forecast analysis for countries with barren data sets. In this research the model is illustrated with mortality rates of Japan and China, and extended generally to a wider range incorporating more countries.
You are welcome to contact me if you have any questions concerning my work and research or would like to discuss about joint work.
GitHub profile: @fang-lei
Linkedin: Lei Fang
Homepage: Lei Fang