Description: Investment opportunities are driven by events in the economy and how participants in the financial markets react to those events. This keynote address will highlight current economic themes and their impact on investment opportunities.

Description: The Long and Short (Runs) of Investing in Equities by Peter Yoo from Risks and Rewards Newsletter, March 1999, Issue No. 32.

Description: This is a short story on the retirement income calculator.

Description: Consensus of viewpoints from a group discussion on economic forecasting at the March meeting of the Canadian Institute of Actuaries.

Description: This article discusses equity risk premium, what it is, how it should be measured, if a constant risk premium provides the best model and what are reasonable expectations for the future.

Description: Introduction to option pricing, with special attention to issues in applying these tools to price equity-linked insurance products. Clear, accessible explanation of key results of mathematical finance including risk-neutral valuation.

Description: In this session, we will explore investment solutions that aim to maintain the long-term viability of a pension plan, with considerations on hedging interest rates, credit, inflation, longevity and other risks, while accounting for the many particularities associated with underlying liabilities and their corresponding ramifications.

Description: Diverse Risks 2016 Call for Essays

Description: We discussed impacts of procrastination and strategies to harness the power of inertia to aid individuals in their pursuit of future financial well-being.

Description: Abstract: A model for analyzing the probability and severity of default of sovereign entities and banks. The methodology analyzes the risks inherent in the investment of debt of sovereign governments and large financial institutions side-by-side, taking into consideration macroeconomic interactions among the sovereign fiscal and monetary authorities, the financial institutions, and the real economy. The signature aspect of the methodology is that it adapts a Merton-style default model to use explicit measures of sovereign assets and asset volatility.