1
-
10
of
14
results (0.59 seconds)
Sort By:
-
The Comparison of Group Life Benefit Schedules
The Comparison of Group Life Benefit Schedules Group life insurance often represents an important component ... component of the typical employee benefit package. The purpose of the present paper is to explore some ...- Authors: Phelim Boyle
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Group plans - Life Insurance
-
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
-
Immunization Under Stochastic Models of the Term Structure
Models of the Term Structure The purpose of this paper is to survey some new results concerning the term ... term structure of interest rates and discuss actuarial applications. The term structure of interest rates ...- Authors: Phelim Boyle
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Modeling & Statistical Methods>Stochastic models
-
Variable Payout Annuities
Variable Payout Annuities In this paper, the authors assess the value of a GSA-type annuity within a retiree's ...- Authors: Phelim Boyle, Mary Hardy, Anne MacKay, David Morris Saunders
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Plan design
-
Variable Payout Annuities
Variable Payout Annuities In this paper, the authors assess the value of a GSA-type annuity within a retiree's ... annuities;Group Self Annuitization Scheme ;Plan design The Society of Actuaries’ Pension Section is pleased to make ...- Authors: Phelim Boyle, Mary Hardy, Anne MacKay, David Morris Saunders
- Date: Dec 2015
-
The 1/n Pension Investment Puzzle
The 1/n Pension Investment Puzzle This paper examines the so called 1/n investment puzzle which has ... participants divide their contributions equally among the available asset classes. It has been argued that ...- Authors: Phelim Boyle, Heath Windcliff
- Date: Jan 2004
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Pension investments & asset liability management
-
Option Bounds in Discrete Time with Transaction Costs
framework with transaction costs. The model represents an extension of the Cox-Ross-Rubinstein binomial option ... to cover the case of proportional transaction costs. The method proceeds by constructing the appropriate ...- Authors: Phelim Boyle, Ton Vorst
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
-
Suboptimality of Asian Executive Indexed Options
Suboptimality of Asian Executive Indexed Options Characteristics of Asian Indexed Executive Options ...- Authors: Phelim Boyle, Jit Seng Chen, Carole L Bernard
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives
-
Population Waves and Fertility Fluctuations: Social Security Implications
Population Waves and Fertility Fluctuations: Social Security Implications The purpose of ... Security Implications The purpose of the present paper is to discuss some of the methods by which fertility ...- Authors: Phelim Boyle, Ruth Freedman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House; Transactions of the SOA
- Topics: Demography
-
Positive Weights on the Efficient Frontier
Positive Weights on the Efficient Frontier This abstract describes a paper that derives a simple explicit ...- Authors: Phelim Boyle
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Capital - Annuities; Annuities>Pricing - Annuities