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Changes of measure for the square-root stochastic volatility process
Changes of measure for the square-root stochastic volatility process This abstract describes a paper ... paper that considers the square-root process and its time integral as they occur in pricing options in stochastic ...- Authors: Daniel Dufresne, Stephen Chin
- Date: Jul 2010
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The Marginal Cost of Risk, Risk Measures, and Capital Allocation
The Marginal Cost of Risk, Risk Measures, and Capital Allocation This abstract describes a paper that ... that reverses the sequence of the Euler (or gradient) allocation technique by calculating the marginal costs ...- Authors: Daniel Bauer, George H Zanjani
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Fuzzy Clustering Study on the Structure of Insurance Policies
Fuzzy Clustering Study on the Structure of Insurance Policies This is an abstract article ... Clustering Study on the Structure of Insurance Policies This is an abstract article on the clustering method ...- Authors: yefu kou
- Date: Nov 2008
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Measuring Returns after Reflecting the Rental Cost of Rating Agency Capital
Returns after Reflecting the Rental Cost of Rating Agency Capital In this article, the author presents a case ... properties of the Economic Value Added approach and the Return On Risk-Adjusted Capital approach. The EVA approach ...- Authors: Robert A Bear
- Date: Jul 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments
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The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities with Guaranteed Death Benefits
The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities with Guaranteed ... Benefits The abstract for the paper The Effects of Advanced Age Mortality Improvement on the Valuation ...- Authors: Lijia Guo
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Health and Social Care Analysis Regarding the State of Canadian Women Living in the Alone Stage of Retirement
Regarding the State of Canadian Women Living in the Alone Stage of Retirement This is the Health and ... Care Analysis Regarding the State of Canadian Women Living in the Alone Stage of Retirement abstract authored ...- Authors: Lori Curtis, DOUGLAS MARTIN ANDREWS
- Date: Sep 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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On the Confidence Interval of Black-Scholes Model
On the Confidence Interval of Black-Scholes Model This is the abstract of a paper that derives expressions ... expressions for the moments of the distribution of the option payoff in a Black Scholes economy. These results ...- Authors: Phelim Boyle, Hailiang Yang
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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ERM and the Failure of Risk Management: An Asian Perspective
ERM ... and the Failure of Risk Management: An Asian Perspective The abstract for the paper ERM and the Failure ... Failure of Risk Management: An Asian Perspective. Abstract; 8479 3/28/2007 12:00:00 AM ...- Authors: Ran Fuchs
- Date: Mar 2007
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Is the Compression of Morbidity a Universal Phenomenon?
Is the Compression of Morbidity a Universal Phenomenon? A recent study sheds light on the measurement ... implications of the relationship between increased morbidity and declining disability. The results were ...- Authors: Jean Marie Robine, Siu Lan Cheung, Shiro Horiuchi, A Roger Thatcher
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Academic partnerships; Experience Studies & Data>Morbidity; Global Perspectives; Health & Disability>Disability insurance; Modeling & Statistical Methods
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The Future of Retirement - An Exploration and Comparison of Different Scenarios
The Future of Retirement - An Exploration and Comparison of Different Scenarios The abstract of paper ... paper The Future of Retirement - An Exploration and Comparison of Different Scenarios. Pension policy;Phased ...- Authors: Anna M Rappaport, Monica Dragut
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Retirement risks