Jan 23, 2020
Nhan and Mike, together with their co-author Howard Zail (partner at Elucidor LLC in New York City) recently completed a project on a new predictive longevity model. Their work will be presented at the upcoming 2020 Living to 100 Symposium, hosted by SOA at Orlando in January 2020 and will appear in the respective Living to 100 Monograph. The paper was also presented by Nhan at the 2019 Actuarial Research Conference in Indianapolis. The project is about joint modeling of mortality trends across multiple populations using a Bayesian machine learning technique called Gaussian Process Regression.