Announcement: SOA congratulates the new ASAs and CERAs for May 2024.

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  • Robust strategies for target benefit pension plans under default risk
    Robust strategies for target benefit pension plans under default risk This poster describes ... target benefit pension plans under default risk This poster describes the optimal investment and benefit ...

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    • Authors: Suxin Wang, Ximin Rong , Hui Zhao
    • Date: Apr 2021
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Actuarial Research Clearing House
    • Topics: Pensions & Retirement
  • Optimal Investment Strategies and Intergenerational Risk Sha
    Barbara Sanders with Suxin Wang and Yi Lu Department of Statistics and Actuarial Science Simon Fraser University ... Introduction 2 TBP Model Model formulation Solution to the optimization problem 3 Illustrations 4 Conclusion ...

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    • Authors: Barbara Sanders, Suxin Wang, Yi Lu
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management