The Longitudinal and Short of It
for Andrew and Lindsey
Longevity risk is a global problem,
The poor are still here and there’s more of them.
Mortality Q-forwards, longevity swaps
Pay them less and less ‘til they all drop.
Longevity indices help quantify mortality
Work all your life and be subject to depravity.
A graphical longevity risk metric
It’s best to die young from cigarettes and sex.
Building an effective longevity hedge
Much more of this and you’ll jump off a ledge.
The data invariant property model
Better to blaze out than subsist in a hovel.
Blended algorithms drive K requirements down
It’s fear of death that keeps us paying these clowns.
K(t)1 represents the mortality curve
I demand to live; I refuse to bow and serve.
Joint prediction samples help quantify uncertainty
Walk tall, love and thrive: fear God only.
Zero-coupon swap CBD based on K-region
Let their money choke them: we are legion.
For more, please see my publisher’s website: www.wardwoodpublishing.co.uk, or my amazon author page here: http://www.amazon.co.uk/James-W.-Wood/e/B00EJJ8EL0/ref=ntt_dp_epwbk_0