The paper entitled "Assessing longevity risk and annuity pricing with the Lee-Carter model" was presented to the Faculty of Actuaries' Sessional Meeting on 16th February 2009. Below are some electronic resources associated with this paper:
Paper as presented with higher-quality colour graphs for printing.
Paper as published with lower-quality grey-scale bitmap graphs.
Stephen Richards' opening remarks.
Package used to deduplicate annuity records and do portfolio run-off simulations.