Quebec Pension Plan (QPP) multi-population data analysis

Jie Wen 

supervised by Prof. Andrew Cairns and Dr. Torsten Kleinow Heriot-Watt 

University, Edinburgh PhD in Actuarial Science, School of Mathematical and Computer Sciences 

Fourteenth International Longevity Risk and Capital Market Solutions Conference 

Amsterdam, Netherlands

1 QPP Data Overview 

2 Model Specification 

3 Parameter Estimation and Model Selection 

4 Fitting Diagnostics 

5 Cluster Analysis 

6 Summary 

7 Q&A