1 - 3 of 3 results (0.8 seconds)
Sort By:
  • Abstract from 2017 Living to 100 International Symposium
    three important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ... stochastic volatility. Stochastic models;Longevity risk;Hedging 6442477414 7/11/2017 12:00:00 AM ...

    View Description

    • Authors: Kenneth Zhou, Siu-Hang Li
    • Date: Jul 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
  • Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
    three important longevity Greeks on the basis of an extended version of the Lee-Carter model that incorporates ... incorporates stochastic volatility. Hedging;Longevity risk;Stochastic models 6442477636 7/31/2017 12:00:00 ...

    View Description

    • Authors: Kenneth Zhou, Siu-Hang Li
    • Date: Jul 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
  • A New Risk Metric for Defined Benefit Pension Plans
    A New Risk Metric for Defined Benefit Pension Plans In order for actuaries to play a valuable role in ... in the realm of enterprise risk management ERM, they must provide value-added advice and quantitative ...

    View Description

    • Authors: Thomas D Bergan, David Fishbaum
    • Date: Oct 2006
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Actuarial Practice Forum
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management