1
-
7
of
7
results (0.75 seconds)
Sort By:
-
A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
as a substitute for specific advice concerning individual situations. On no account may any part of this ... representation of the U.K. plan that matches its valuation, following and updating the work of Porteous ...- Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
-
Population Aging, Implications for Asset Values, and impact for Pension Plans: An International Study
prices. Generally, these analyses are based on individual companies. The broad market view from a macro ... material impact on future investment returns. Table 1 shows both expected returns and volatility for ...- Authors: Douglas Andrews, Stephen Bonnar, Pradip Tapadar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea
- Date: May 2021
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Pensions & Retirement>Plan design
-
Population Structure and Asset Values
baseline values. Parameter values are summarized in table 6 in appendix A. For the discount factor, we employ ... shown in table 7 in appendix A, are derived using Statistics Canada’s 2009–2011 complete life table. We set ...- Authors: Stephen Bonnar, Lori Curtis, Miguel Leon-Ledesma, Jaideep Oberoi, Kathleen Rybczynski, Mark Zhou
- Date: Jun 2018
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Population data; Economics>Macroeconomics
-
Literature Review on Demographics and Asset Returns and Model Specifications Related to Housing Prices
mentioned in Section 2.3 as independent variables. Table 2.1 provides a summary. 11 2.4.1 Stock Price ... and some of them work on a group of countries. Table 2.2 provides a summary of such information regarding ...- Authors: Society of Actuaries, Douglas Andrews, Stephen Bonnar
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Population data; Economics>Macroeconomics
-
Draft Literature Review for Member Comment Regarding the Connection between Demographic Factors and Asset Class Returns/Prices
mentioned in Section 3 as independent variables. Table 1 provides a summary. 6 4.1 Stock Price Indexes ... and some of them work on a group of countries. Table 2 provides a summary of such information regarding ...- Authors: Society of Actuaries, Douglas Andrews, Stephen Bonnar, Jaideep Oberoi, Aniketh Pittea, Soheyl Sadinejad
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Population data; Economics>Macroeconomics
-
The Connection between Population Structure and Bond Yields
period9 and for Canada as well as the US. Column 3 of Table 1 sets out results that are directly comparable ... 𝑡𝑜 𝑂 are all positive and significant10. Table 1. Replication of Favero Dependent Variable: ...- Authors: DOUGLAS MARTIN ANDREWS, Stephen Bonnar, Jaideep Oberoi, Aniketh Pittea
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Investments
-
The OLG Model Environment
the goods market clears. 9 Appendix Glossary Table 1: Parameters that may be calibrated Parameter ... share of production δ Depreciation rate of capital Table 2: Exogenous variables drawn from data and projections ...- Authors: Douglas Andrews, Pradip Tapadar, Lori Curtis, Kathleen Rybczynski, Mark Zhou, Stephen Bonnar, Miguel Leon-Ledesma
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Population data; Economics>Macroeconomics