Chao Qiao

PricewaterhouseCoopers

Sydney

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

204

SSRN CITATIONS
Rank 43,616

SSRN RANKINGS

Top 43,616

in Total Papers Citations

9

CROSSREF CITATIONS

11

Scholarly Papers (1)

1.

Managing Systematic Mortality Risk with Group Self Pooling and Annuitisation Schemes

UNSW Australian School of Business Research Paper No. 2011ACTL06
Number of pages: 28 Posted: 23 Mar 2011 Last Revised: 12 Apr 2011
Michael Sherris and Chao Qiao
UNSW Business School and PricewaterhouseCoopers
Downloads 204 (272,140)
Citation 2

Abstract:

Loading...

group self-annuitisation, pooled annuity, longevity risk, extreme value distribution, Gompertz-Makeham mortality