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2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts ... Effect on Pricing of Survivor Bonds This paper investigates the effect of select birth cohorts on pricing ...- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Risk management
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Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds The abstract for paper Mortality Improvement ... Improvement Select Birth Cohorts and Their Effect on Pricing Survivor Bonds. Individual annuities;Longevity;Mortality ...- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Risk management
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Fuzzy Volatility Forecasts and Fuzzy Option Values
Option Values Presentation from the 41st Actuarial Research Conference held on August 10-12, 2006 in Montreal ... parameter estimates of models such as ARMA and GARCH. Examples are given, including returns on a stock and option ...- Authors: Ranee Thiagarajah
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models