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The Mollification Analysis of Stochastic Volatility
The Mollification Analysis of Stochastic Volatility One of the most important problems in Finance is ... is the valuation of financial securities written on underlying assets whose prices are subject ...- Authors: Lijia Guo
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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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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Predictive Modeling for Advanced Age Mortality
This paper introduces the predictive modeling tools to mortality research. The predictive modeling is ... social and economic status impact the mortality improvement of the advanced age population. The paper provides ...- Authors: Lijia Guo
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality
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Predictive Modeling for Advanced Age Mortality Abstract
This paper introduces the predictive modeling tools to mortality research. The predictive modeling is ... social and economic status impact the mortality improvement of the advanced age population. The paper provides ...- Authors: Lijia Guo
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
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Effective Stress Testing in Enterprise Risk Management
Management This paper discusses both the theoretical and the application aspects of stress testing in managing ... enterprise risks. Effective stress testing maximizes the risk adjusted enterprise profit by controlling major ...- Authors: Lijia Guo
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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2005 Living to 100 and Beyond Monograph: The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities with Guaranteed Death Benefits
Beyond Monograph: The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities ... studies the impact of improved advanced age mortality on the pricing and valuation issues of variable ...- Authors: Lijia Guo
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Data Mining Techniques for Mortality at Advanced Age
technology on the horizon with great actuarial potential. Seven factors were considered in this study, the influences ... influences of these factors on advanced-age mortality distribution were identified and models were derived ...- Authors: Lijia Guo, Morgan C Wang
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity
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Session 185: The Health Insurance Customer Journey: A Behavioral Finance Perspective
Session 185: The Health Insurance Customer Journey: A Behavioral Finance Perspective Numerous behavioral ... have emerged in recent years, many of which apply to insurance. The presenters look at key theories and ...- Authors: Lijia Guo, Randall Herman, Joseph Slater
- Date: Mar 2020
- Competency: Strategic Insight and Integration
- Topics: Economics; Economics>Behavioral economics; Health & Disability; Health & Disability>Health insurance
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Retirement Implications of Demographic and Family Change Symposium Monograph: Financial Analysis on Retirement Implications for Women
Retirement Implications of Demographic and Family Change Symposium Monograph: Financial Analysis on Retirement ... study addresses some aspects of the financial impact on women under the Social Security benefits reform ...- Authors: Lijia Guo, Lorrie Hoffman
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Retirement risks
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Retirement Implications of Demographic and Family Change Symposium Monograph: Contributors
Retirement Implications of Demographic and Family Change Symposium Monograph: Contributors ... Implications of Demographic and Family Change Symposium Monograph: Contributors List of symposium/monograph ...- Authors: Application Administrator, Robert Brown, Chiu-Cheng Chang, Anna M Rappaport, Patricia Scahill, Linda Brothers, Karen Holden, Beverly Orth, Lijia Guo, Tapen Sinha, Jonathan Barry Forman, Robert L Clark, Thornton (Tip) Parker, Ishmael Sharara, Manha Yau, Meeryoung Kim, Denise M Clark, Madeleine d'Ambrosio, David H Pattison, Lorrie Hoffman, Robin Damm, Yung-Ping Chen, John C Scott, Aliya Wong
- Date: Jul 2002
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession