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Extreme Events for Insurers: Correlation, Models and Mitigation Study
mitigation for practitioners. It covers the complete cycle of extreme event risk management, from identifying ... This paper explores extreme events from the perspective of a global insurance company, with an emphasis ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: May 2015
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Deep Learning for Liability-Driven Investment
Investment This article summarizes key points from the recently published research paper “Deep Learning ... February 2022 This article summarizes key points from the recently published research paper “Deep Learning ...- Authors: Kailan Shang
- Date: Feb 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Predictive Analytics
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Predictive Analytics: A Primer for Pension Actuaries
Predictive Analytics: A Primer for Pension Actuaries The Society of Actuaries Aging & Retirement ... Analytics: A Primer for Pension Actuaries The Society of Actuaries Aging & Retirement Strategic Research ...- Authors: David M Cantor, Kailan Shang
- Date: Oct 2021
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement
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Liability-Driven Investment
Liability-Driven Investment Research ... Copyright © 2019 Society of Actuaries April 2019 Liability-Driven Investment ... Aging and Retirement Copyright © 2019 Society of Actuaries Liability-Driven Investment ...- Authors: Kailan Shang
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Pensions & Retirement
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Deep Learning for Liability-Driven Investment
Deep Learning for Liability-Driven Investment The Society of Actuaries’ Committee on Finance Research is ...- Authors: Kailan Shang
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Variable Selection in Predictive Modeling: Does it Really Matter
Variable Selection in Predictive Modeling: Does it Really Matter A discussion about how many ... Matter A discussion about how many models can address the over fitting issues caused by too many variables ...- Authors: Kailan Shang
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Predictive Analytics
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Introduction to the Research on Developing a Liability-Driven Investment (LDI) Benchmark Framework
Introduction to the Research on Developing a Liability-Driven Investment (LDI) Benchmark Framework A ...- Authors: Kailan Shang, MOHAMMAD ZAKIR HOSSEN
- Date: Dec 2019
- Competency: Communication; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Pensions & Retirement
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Effective ERM Stakeholder Engagement
gaining acceptance of a proposed ERM strategy. The researcher has identified the factors, processes and ... practices that lead to both poor and strong levels of stakeholder acceptance. risk strategy;Risk appetite ...- Authors: Kailan Shang
- Date: Mar 2018
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Pension Plan Embedded Option Valuation
Valuation With the credit interest rate floor of a cash balance plan—a simple type of option identified ... identified by the Project Oversight Group—as a model, this research uses three valuation and risk analysis approaches ...- Authors: Kailan Shang, Hua Su
- Date: Jun 2013
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Contingent Liquidity Swap: A Prearranged Source of Liquidity - Abstract
Prearranged Source of Liquidity - Abstract Description * This paper proposes a new type of financial derivative ... (CLS) to address the liquidity issue. CLS is a swap agreement that the buyer of the swap pays cash in ...- Authors: Kailan Shang, Jingjing Shang
- Date: Mar 2015