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AAS Call for Papers
AAS Call for Papers The growing global recognition of the importance of climate-related risks (transition ... research on the interface between climate and actuarial sciences, for example on the impact of risks from ...- Authors: Mathieu Boudreault, Rui Zhou
- Date: Jul 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Expanding Horizons
- Topics: Finance & Investments; Environment
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Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
using Black-Scholes. Discussion on the limitations of Black-Scholes and of its alternatives such as Heston ... accessible explanation of key results of mathematical finance including risk-neutral valuation. Asset ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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An out-of-sample analysis of investment guarantees for equity-linked products: Lessons from the financial crisis of the late-2000s
An out-of-sample analysis of investment guarantees for equity-linked products: Lessons from the financial ... financial crisis of the late-2000s This presentation provided an analysis of investment guarantees in equity-linked ...- Authors: Mathieu Boudreault, Maciej Augustyniak
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Variable annuities; Finance & Investments
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Practical Application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons”
Practical Application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons” The essay describes an ... an application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons,” by Jean-François Bégin ...- Authors: Mathieu Boudreault, Kailan Shang, David M Cantor
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession
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A Multi-Name Structural Credit Risk Model with a Reduced-Form Default Trigger
Credit Risk Model with a Reduced-Form Default Trigger This is the abstract for the presentation on a multi-name ... multi-name structural credit risk model with a reduced-form default trigger. Abstract; 14444 7/30/2010 ...- Authors: Mathieu Boudreault, Geneviève Gauthier
- Date: Jul 2010
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Hedging variable annuities: portfolio rebalancing frequency
rebalancing frequency This article examines how the choice of the rebalancing frequency in a variable annuity ... impacts hedging. rebalancing frequency;hedging;risk management;variable annuities 6442483530 2/1/2018 ...- Authors: Maciej Augustyniak, Mathieu Boudreault
- Date: Feb 2018
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Annuities
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rar-2012-iss60-boudreault
rar-2012-iss60-boudreault Introduction to option pricing, with special attention to issues ... accessible explanation of key results of mathematical finance including risk-neutral valuation. Derivatives; ...- Authors: Mathieu Boudreault
- Date: Sep 2012
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st Actuarial ... Conference held on August 10-12, 2006 in Montreal, QC. This paper considers the problem of extending regime-switching ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Modeling Insurance Losses Resulting from Natural Catastrophes
abstract of presentation from 39th Actuarial Research Conference, 8/5-7/2004, University of Iowa in Iowa ... Iowa City, Iowa. In this talk, we examine the modeling of insurance losses resulting from natural catastrophes ...- Authors: Etienne Marceau, Mathieu Boudreault, HELENE COSSETTE
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments